| 来源类型 | Discussion paper |
| 规范类型 | 论文 |
| 来源ID | DP1321 |
| DP1321 Simultaneous Choice of Process and Product Innovation | |
| Stephanie Rosenkranz | |
| 发表日期 | 1996-01-31 |
| 出版年 | 1996 |
| 语种 | 英语 |
| 摘要 | This paper develops a method to analyse large cross-sections with non-trivial time dimensions. The method: (i) identifies the number of common shocks in a factor analytic model; (ii) estimates the unobserved common dynamic component; (iii) shows how to test for fundamentality of the common shocks; and (iv) quantifies positive and negative comovements at each frequency. We illustrate how the proposed techniques can be used for analysing features of the business cycle and economic growth. |
| 主题 | International Macroeconomics |
| 关键词 | Business cycle Factor analysis Principal components Sectoral comovements |
| URL | https://cepr.org/publications/dp1321 |
| 来源智库 | Centre for Economic Policy Research (United Kingdom) |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/530462 |
| 推荐引用方式 GB/T 7714 | Stephanie Rosenkranz. DP1321 Simultaneous Choice of Process and Product Innovation. 1996. |
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