The Response of Hours to a Technology Shock: A Two‐Step Structural VAR Approach

B-Tier
Journal: Journal of Money, Credit, and Banking
Year: 2009
Volume: 41
Issue: 5
Pages: 987-1013

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

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

Abstract

The response of hours to a technology shock is a controversial issue in macroeconomics. Part of the difficulty lies in that the estimated response is sensitive to the specification of hours in structural vector autoregressions (SVARs). This paper uses a simple two‐step approach to consistently estimate the response of hours. The first step considers a SVAR model with a relevant stationary variable, but excluding hours. Given a consistent estimate of technology shocks in the first step, the response of hours to this shock is estimated in a second step. Simulation experiments from an estimated dynamic stochastic general equilibrium (DSGE) model show that this approach outperforms standard SVARs. When applied to U.S. data, the two‐step approach predicts a short‐run decrease followed by a hump‐shaped positive response. This result is robust to other specifications and data.

Technical Details

RePEc Handle
repec:wly:jmoncb:v:41:y:2009:i:5:p:987-1013
Journal Field
Macro
Author Count
2
Added to Database
2026-01-25