Recoverability and Expectations-Driven Fluctuations

S-Tier
Journal: Review of Economic Studies
Year: 2022
Volume: 89
Issue: 1
Pages: 214-239

Authors (2)

Ryan Chahrour (Cornell University) Kyle Jurado (not in RePEc)

Score contribution per author:

4.036 = (α=2.02 / 2 authors) × 4.0x S-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Time series methods for identifying structural economic disturbances often require disturbances to satisfy technical conditions that can be inconsistent with economic theory. We propose replacing these conditions with a less restrictive condition called recoverability, which only requires that the disturbances can be inferred from the observable variables. As an application, we show how shifting attention to recoverability makes it possible to construct new identifying restrictions for technological and expectational disturbances. In a vector autoregressive example using post-war U.S. data, these restrictions imply that independent disturbances to expectations about future technology are a major driver of business cycles.

Technical Details

RePEc Handle
repec:oup:restud:v:89:y:2022:i:1:p:214-239
Journal Field
General
Author Count
2
Added to Database
2026-01-25