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Separating the effects of aggregate and sectoral shocks with estimates from a Markov-switching search model

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  • Storer, Paul
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File URL: http://www.sciencedirect.com/science/article/pii/0165-1889(94)00845-6
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Article provided by Elsevier in its journal Journal of Economic Dynamics and Control.

Volume (Year): 20 (1996)
Issue (Month): 1-3 ()
Pages: 93-121

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Handle: RePEc:eee:dyncon:v:20:y:1996:i:1-3:p:93-121
Contact details of provider: Web page: http://www.elsevier.com/locate/jedc

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  1. Storer, P, 1994. "Unemployment Dynamics and Labour Market Tightness: An Empirical Evaluation of Matching Function Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 9(4), pages 389-419, Oct.-Dec..
  2. Abraham, Katharine G & Katz, Lawrence F, 1986. "Cyclical Unemployment: Sectoral Shifts or Aggregate Disturbances?," Journal of Political Economy, University of Chicago Press, vol. 94(3), pages 507-22, June.
  3. Lilien, David M, 1982. "Sectoral Shifts and Cyclical Unemployment," Journal of Political Economy, University of Chicago Press, vol. 90(4), pages 777-93, August.
  4. Peter Howitt, 1988. "Business Cycles With Costly Search and Recruiting," The Quarterly Journal of Economics, Oxford University Press, vol. 103(1), pages 147-165.
  5. Hosios, Arthur J, 1994. "Unemployment and Vacancies with Sectoral Shifts," American Economic Review, American Economic Association, vol. 84(1), pages 124-44, March.
  6. Hamilton, James D, 1989. "A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle," Econometrica, Econometric Society, vol. 57(2), pages 357-84, March.
  7. Christopher A. Pissarides, 1987. "Search, Wage Bargains and Cycles," Review of Economic Studies, Oxford University Press, vol. 54(3), pages 473-483.
  8. Olivier Jean Blanchard & Stanley Fischer, 1989. "Lectures on Macroeconomics," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262022834, December.
  9. Oliver Jean Blanchard & Peter Diamond, 1989. "The Beveridge Curve," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 20(1), pages 1-76.
  10. Loungani, Prakash & Rogerson, Richard, 1989. "Cyclical fluctuations and sectoral reallocation : Evidence from the PSID," Journal of Monetary Economics, Elsevier, vol. 23(2), pages 259-273, March.
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Cited by:

  1. Giovanni Gallipoli & Gianluigi Pelloni, 2013. "Macroeconomic Effects of Job Reallocations: A Survey," Review of Economic Analysis, Rimini Centre for Economic Analysis, vol. 5(2), pages 127-176, December.
  2. Charles Nelson & Jeremy Piger & Eric Zivot, 1999. "Unit Root Tests in the Presence of Markov Regime-Switching," Discussion Papers in Economics at the University of Washington 0040, Department of Economics at the University of Washington.
  3. Charles R. Nelson & Eric Zivot & Jeremy M. Piger, 2001. "Markov regime switching and unit root tests," Working Papers 2001-013, Federal Reserve Bank of St. Louis.
  4. Giovanni Gallipoli & Gianluigi Pelloni, 2008. "Aggregate Shocks vs Reallocation Shocks: an Appraisal of the Applied Literature," Working Paper Series 27_08, The Rimini Centre for Economic Analysis.
  5. repec:rim:rimwps:27-08 is not listed on IDEAS

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