Structural correlation decompositions for business cycle analysis

C-Tier
Journal: Economics Letters
Year: 2012
Volume: 115
Issue: 3
Pages: 390-391

Score contribution per author:

1.005 = (α=2.01 / 1 authors) × 0.5x C-tier

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

Abstract

This note demonstrates a decomposition of correlations into contributions of structural shocks. The method is useful for analysis of complex models that can be expressed as linear state-space models, e.g., DSGE, SVAR or dynamic factor models.

Technical Details

RePEc Handle
repec:eee:ecolet:v:115:y:2012:i:3:p:390-391
Journal Field
General
Author Count
1
Added to Database
2026-01-24