Recoverability and Expectations-Driven Fluctuations

Abstract Time series methods for identifying structural economic disturbances often require disturbances to satisfy technical conditions that can be inconsistent with economic theory. We propose replacing these conditions with a less restrictive condition called recoverability, which only requires t...

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Veröffentlicht in:	The Review of economic studies 2022-01, Vol.89 (1), p.214-239
Hauptverfasser:	Chahrour, Ryan, Jurado, Kyle
Format:	Artikel
Sprache:	eng
Online-Zugang:	Volltext
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