- The Persistence of Shocks to Macroeconomic Time Series🔍
- The persistence of shocks in GDP and the estimation of the potential ...🔍
- Persistence of Shocks and the Reallocation of Labor| Working Papers🔍
- Expectation Formation and the Persistence of Shocks🔍
- Persistence of commodity shocks🔍
- Untangling Persistent versus Transitory Shocks to Inflation🔍
- On persistence of shocks to economic variables🔍
- Happiness and the Persistence of Income Shocks🔍
Persistence of Shocks
The Persistence of Shocks to Macroeconomic Time Series - jstor
This article presents new estimates of persistence of shocks to quarterly labor income, monthly treasury-bill yields, and annual real common-stock dividends ...
The persistence of shocks in GDP and the estimation of the potential ...
We analyze the persistence of generic shocks in observed GDP series for different world regions and compare it to that of the leading IAMs.
Persistence of Shocks and the Reallocation of Labor- Working Papers
Persistence of Shocks and the Reallocation of Labor ... This paper proposes a theoretical and quantitative analysis of the reallocation of labor across firms in ...
Expectation Formation and the Persistence of Shocks
Persistence of economic shocks is commonly treated as deviations from rational expectations attributed to frictions like information rigidity or ...
Persistence of commodity shocks - World Bank Blogs
Some shocks are permanent in nature: our research finds that this type of shock accounts for two-thirds of agricultural price variability ...
Untangling Persistent versus Transitory Shocks to Inflation
Persistent shocks can push inflation away from the Fed's goal for sustained periods, requiring a stronger and longer-lasting policy response to bring average ...
On persistence of shocks to economic variables: A common ...
This paper shows that a measure of persistence less than unity is a mathematical consequence of the definition of UCARIMA models and not an independent ...
Happiness and the Persistence of Income Shocks
Happiness and the Persistence of Income Shocks by Christian Bayer and Falko Juessen. Published in volume 7, issue 4, pages 160-87 of American Economic ...
On the Persistence of Income Shocks over the Life Cycle
We find that shocks to earnings are only moderately persistent (around 0:75) for young workers. Persistence rises with age up to unity until midway in life. The ...
How Persistent Are Shocks to World Commodity Prices? - WP/99/80
This paper examines the persistence of shocks to world commodity prices, using monthly. IMF data on primary commodities between 1957-98. We find that shocks to ...
The Dynamic Persistence of Economic Shocks
This paper presents a model for smoothly varying heterogeneous persistence of economic data. We argue that such dynamics arise naturally ...
[2306.01511] The Dynamic Persistence of Economic Shocks - arXiv
This paper presents a model for smoothly varying heterogeneous persistence of economic data. We argue that such dynamics arise naturally from the dynamic ...
The Persistence of Shocks to Profitability - Article - Faculty & Research
In this study, we use data for 1981 through 1994 on a large sample of U.S. companies to examine the persistence of incremental industry, corporate-parent, ...
Persistence of Shocks and their Sources in a Multisectoral Model of ...
the persistence of shocks in macroeconomics. In so doing, the empirical work suggests which of the shocks are the more important sources of cyclical.
Persistent shocks and incomplete regional adjustment: a model ...
We find that regional recoveries are incomplete, implying that downturns have long-lasting effects on regional unemployment rates.
2 Adding a worker to the firm has no impact on the productivity of the other workers. As result, persistent and transitory shocks have the same ...
Monetary Policy Inertia or Persistent Shocks: A DSGE Analysis
An alternative explanation to the persistence of monetary pol- icy is the presence of serially correlated shocks in the realizations of the interest rate. These ...
PERSISTENCE OF SHOCKS AND THEIR SOURCES IN A ...
The size of the long run response of output to a unit shock, known as the persistence of shocks to output, is an empirical issue, and several studies have now.
The persistence of shocks to macroeconomic time series
This article presents new estimates of persistence of shocks to quarterly labor income, monthly treasury-bill yields, and annual real common-stock dividends ...
Expectation Formation and the Persistence of Shocks - IDEAS/RePEc
Abstract. Persistence of economic shocks is commonly treated as deviations from rational expectations attributed to frictions like information rigidity or noisy ...