Real Sectoral Spillovers : A Dynamic Factor Analysis of the Great Recession /
This paper studies changes in the transmission of common versus sectoral idiosyncratic shocks across different U.S. nonfarm business sectors during the Great Recession, and evaluates the cross-sectoral spillovers. Shocks are identified by dynamic factor methods. We find that the Great Recession is l...
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| 格式: | 杂志 |
| 语言: | English |
| 出版: |
Washington, D.C. :
International Monetary Fund,
2018.
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| 丛编: | IMF Working Papers; Working Paper ;
No. 2018/100 |
| 在线阅读: | Full text available on IMF |