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...
| 第一著者: | |
|---|---|
| その他の著者: | |
| フォーマット: | 雑誌 |
| 言語: | English |
| 出版事項: |
Washington, D.C. :
International Monetary Fund,
2018.
|
| シリーズ: | IMF Working Papers; Working Paper ;
No. 2018/100 |
| オンライン･アクセス: | Full text available on IMF |