Recession-specific recoveries: L’s, U’s and everything in between

C-Tier
Journal: Economics Letters
Year: 2021
Volume: 209
Issue: C

Authors (2)

Donayre, Luiggi (not in RePEc) Panovska, Irina (University of Texas-Dallas)

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

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

Abstract

We relax the assumption that recessions are all alike and propose a new model of output growth that allows for recession-specific recoveries. Output growth is modeled as the weighted average of Markov-switching processes that temporarily alter the level of real GDP (U-shaped) and those with permanent effects (L-shaped), where the recession-specific weight is endogenously estimated. Only the 1969–70 and 2007–09 recessions are characterized exclusively as U and L, respectively. The other 85% of U.S. recessions reflect a weighted combination of the two shapes, suggesting multiple sources of recessions. With respect to fitting output growth, our model outperforms those that generate either U- or L-shaped recoveries and the model-implied paths closely track the level of actual U.S. real GDP during recessions and recoveries.

Technical Details

RePEc Handle
repec:eee:ecolet:v:209:y:2021:i:c:s0165176521004225
Journal Field
General
Author Count
2
Added to Database
2026-01-25