In this work we review some recent papers concerned with large dynamic factor model (LDFM) and its applications to structural macroeconomic analysis. Using this theory, we present a new empirical application on the effects of technology and non technology shocks on hours worked.
Structural Macroeconomic Analysis for Dynamic Factor Models / Cavicchioli, Maddalena. - In: RIVISTA DI POLITICA ECONOMICA. - ISSN 0035-6468. - STAMPA. - 10-12:(2010), pp. 39-70.
Structural Macroeconomic Analysis for Dynamic Factor Models
CAVICCHIOLI, MADDALENA
2010
Abstract
In this work we review some recent papers concerned with large dynamic factor model (LDFM) and its applications to structural macroeconomic analysis. Using this theory, we present a new empirical application on the effects of technology and non technology shocks on hours worked.
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