Macroeconomic Effects of Sectoral Shocks in Germany, The U.K. and, The U.S.: A VAR-GARCH-M Approach

Computational Economics

Volumn 21, Issue 1-2, 2003, Pages 65-85

  Pelloni, Gianluigi ^a   Polasek, Wolfgang ^b  

^a UNIVERSITY OF PISA   (Italy)

^b UNIVERSITY OF BASEL   (Switzerland)

Author keywords

aggregate employment fluctuations; intersectoral labour re allocation; non linearities; VAR GARCH models

Indexed keywords

EID: 0037375419     PISSN: 09277099     EISSN: 15729974     Source Type: Journal    
DOI: 10.1023/A:1022238914245     Document Type: Article

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