Technology shocks and hours worked: a fractional integration perspective

DOI10.1017/S1365100509080249MaRDI QIDQ3653386zbMATH OpenOpenAlexFDO

Authors Luis A. Gil-Alana, Antonio Moreno

Publication date 22 December 2009

Published in Macroeconomic Dynamics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/s1365100509080249

zbMATH Keywords

fractional integrationhours workedimpulse response functionsmultivariate analysistechnology shocks

Mathematics Subject Classification ID

Economic dynamics (91B55) Economic time series analysis (91B84)

Recommendations

• DO TECHNOLOGY SHOCKS DRIVE HOURS UP OR DOWN? A LITTLE EVIDENCE FROM AN AGNOSTIC PROCEDURE
• The effects of permanent technology shocks on hours: can the RBC-model fit the VAR evidence?
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Cites work

• A fractional multivariate long memory model for the US and the Canadian real output
• An exponential model for the spectrum of a scalar time series
• AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
• DO TECHNOLOGY SHOCKS DRIVE HOURS UP OR DOWN? A LITTLE EVIDENCE FROM AN AGNOSTIC PROCEDURE
• Efficient inference in multivariate fractionally integrated time series models
• Efficient Tests of Nonstationary Hypotheses
• Gaussian semiparametric estimation of long range dependence
• scientific article; zbMATH DE number 777596 (Why is no real title available?)
• Long memory processes and fractional integration in econometrics
• Long memory relationships and the aggregation of dynamic models
• Modeling volatility persistence of speculative returns: a new approach
• On the power of the KPSS test of stationarity against fractionally-integrated alternatives
• On the power of unit root tests against fractional alternatives
• Testing for a unit root in time series regression
• Testing of unit root and other nonstationary hypotheses in macroeconomic time series
• Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?

Cited in

(9)

• The dynamics of hours worked and technology
• Revisiting the effect of a technology shock on hours
• Understanding the effect of technology shocks in SVARs with long-run restrictions
• What (really) accounts for the fall in hours after a technology shock?
• The effects of permanent technology shocks on hours: can the RBC-model fit the VAR evidence?
• Long- versus medium-run identification in fractionally integrated VAR models
• DO TECHNOLOGY SHOCKS DRIVE HOURS UP OR DOWN? A LITTLE EVIDENCE FROM AN AGNOSTIC PROCEDURE
• New evidence, old puzzles: Technology shocks and labor market dynamics
• Technology Shocks and Cointegration in Quadratic Models of the Firm

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