par Giannone, Domenico ;Reichlin, Lucrezia
Référence Journal of the European Economic Association, 4, 2-3, page (455-465)
Publication Publié, 2006-04
Article révisé par les pairs
Résumé : This paper asks two questions. First, can we detect empirically whether the shocks recovered from the estimates of a structural vector autoregression are truly structural? Second, can the problem of non-fundamentalness be solved by considering additional information? The answer to the first question is "yes" and that to the second is "under some conditions.". © 2006 by the European Economic Association.