메뉴 건너뛰기




Volumn 38, Issue 3, 2006, Pages 777-790

Using the aggregate demand-aggregate supply model to identify structural demand-side and supply-side shocks: Results using a bivariate VAR

Author keywords

Blanchard Quah decomposition; Structural VAR; Supply and demand shocks

Indexed keywords


EID: 33744720993     PISSN: 00222879     EISSN: None     Source Type: Journal    
DOI: 10.1353/mcb.2006.0041     Document Type: Article
Times cited : (46)

References (14)
  • 1
    • 0002032312 scopus 로고
    • The new Keynesian economics and the output-inflation tradeoff
    • Ball, Laurence, Gregory N. Mankiw, and David Romer (1988)."The New Keynesian Economics and the Output-Inflation Tradeoff." Brookings Papers on Economic Activity 1, 1-65.
    • (1988) Brookings Papers on Economic Activity , vol.1 , pp. 1-65
    • Ball, L.1    Mankiw, G.N.2    Romer, D.3
  • 2
    • 85016078433 scopus 로고
    • The dynamic effects of aggregate demand and supply disturbances
    • Blanchard, Olivier J., and Danny Quah (1989). "The Dynamic Effects of Aggregate Demand and Supply Disturbances." American Economic Review 79, 655-673.
    • (1989) American Economic Review , vol.79 , pp. 655-673
    • Blanchard, O.J.1    Quah, D.2
  • 3
    • 0040364531 scopus 로고    scopus 로고
    • The science of monetary policy: A new Keynesian perspective
    • Clarida, Richard, Jordi Galí, and Mark Gertler (1999). "The Science of Monetary Policy: A New Keynesian Perspective." Journal of Economic Literature XXXVII, 1661-1707.
    • (1999) Journal of Economic Literature , vol.37 , pp. 1661-1707
    • Clarida, R.1    Galí, J.2    Gertler, M.3
  • 4
    • 0042851339 scopus 로고    scopus 로고
    • Optimal monetary policy and the correlation between prices and output
    • Cover, James P., and Paul Pecorino (2003). "Optimal Monetary Policy and the Correlation between Prices and Output." Contributions to Macroeconomics, Issue 2.
    • (2003) Contributions to Macroeconomics , Issue.2
    • Cover, J.P.1    Pecorino, P.2
  • 5
    • 84940643524 scopus 로고
    • How well does the IS-LM model fit postwar U.S. data?
    • Galí, Jordi (1992). "How Well Does the IS-LM Model Fit Postwar U.S. Data?" The Quarterly Journal of Economics 107, 709-738.
    • (1992) The Quarterly Journal of Economics , vol.107 , pp. 709-738
    • Galí, J.1
  • 6
    • 49649131398 scopus 로고
    • Expectations and the neutrality of money
    • Lucas, Robert E. Jr. (1972). "Expectations and the Neutrality of Money." Journal of Economic Theory 4, 103-124.
    • (1972) Journal of Economic Theory , vol.4 , pp. 103-124
    • Lucas Jr., R.E.1
  • 8
    • 1842762401 scopus 로고    scopus 로고
    • An optimizing IS-LM specification for monetary policy and business cycle analysis
    • McCallum, Bennett T., and Edward Nelson (1999). "An Optimizing IS-LM Specification for Monetary Policy and Business Cycle Analysis." Journal of Money, Credit, and Banking, 296-316.
    • (1999) Journal of Money, Credit, and Banking , pp. 296-316
    • McCallum, B.T.1    Nelson, E.2
  • 10
    • 0000997472 scopus 로고
    • Macroeconomics and reality
    • Sims, Christopher (1980). "Macroeconomics and Reality." Econometrica 48, 1-48.
    • (1980) Econometrica , vol.48 , pp. 1-48
    • Sims, C.1
  • 11
    • 0030538694 scopus 로고    scopus 로고
    • Interpreting the cyclical behavior of the price level in the U.S
    • Spencer, David E. (1996). "Interpreting the Cyclical Behavior of the Price Level in the U.S." Southern Economic Journal 63, 95-105.
    • (1996) Southern Economic Journal , vol.63 , pp. 95-105
    • Spencer, D.E.1
  • 12
    • 0012777554 scopus 로고    scopus 로고
    • Estimating structural macroeconomic shocks through long-run recursive restrictions on vector autoregressive models: The problem of identification
    • University of Warwick
    • Taylor, Mark P. (2003). "Estimating Structural Macroeconomic Shocks Through Long-Run Recursive Restrictions on Vector Autoregressive Models: The Problem of Identification." Department of Economics Working Paper, University of Warwick.
    • (2003) Department of Economics Working Paper
    • Taylor, M.P.1
  • 13
    • 0345456128 scopus 로고    scopus 로고
    • Likelihood preserving normalization in multiple equation models
    • Waggoner, Daniel, and Tao Zha (2003). "Likelihood Preserving Normalization in Multiple Equation Models." Journal of Econometrics 114, 329-347.
    • (2003) Journal of Econometrics , vol.114 , pp. 329-347
    • Waggoner, D.1    Zha, T.2
  • 14
    • 0000167804 scopus 로고
    • On the interpretation of near random-walk behavior in GNP
    • West, Kenneth D. (1988). "On the Interpretation of Near Random-Walk Behavior in GNP." American Economic Review 78, 202-209.
    • (1988) American Economic Review , vol.78 , pp. 202-209
    • West, K.D.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.