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Permanent Shocks and Spillovers: A Sectoral Approach Using a Structural VAR

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Author Info
Johansson, Kerstin (National Institute of Economic Research)
Abstract

In an empirical two-sector model, it is investigated if permanent shocks originating from one sector have an effect on production in the other sector. The VAR contains three variables: employment in the private sector, and value added in industry and in the rest of the private sector. I found that shocks originating from one sector have no effect on production in the other sector, neither in the short, nor in the long run. The only common source of fluctuations in sectoral production is shocks to the labor trend.

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Paper provided by National Institute of Economic Research in its series Working Paper with number 63.

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Length: 21 pages
Date of creation: 01 Sep 1998
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Handle: RePEc:hhs:nierwp:0063

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