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dc.contributor.authorFurlanetto, Francesco
dc.contributor.authorRavazzolo, Francesco
dc.contributor.authorSarferaz, Samad
dc.date.accessioned2019-12-19T12:58:52Z
dc.date.available2019-12-19T12:58:52Z
dc.date.created2019-08-26T11:42:02Z
dc.date.issued2017
dc.identifier.citationEconomic Journal. 2019, 129 (617), 311-337.nb_NO
dc.identifier.issn0013-0133
dc.identifier.urihttp://hdl.handle.net/11250/2634157
dc.description.abstractWe estimate demand, supply, monetary, investment and financial shocks in a VAR identified with a minimum set of sign restrictions on US data. We find that financial shocks are major drivers of fluctuations in output, stock prices and investment but have a limited effect on inflation. In a second step, we disentangle shocks originating in the housing sector, shocks originating in credit markets and uncertainty shocks. In the extended set‐up, financial shocks are even more important and a leading role is played by housing shocks that have large and persistent effects on output.nb_NO
dc.language.isoengnb_NO
dc.publisherOxford Uni. Pressnb_NO
dc.titleIdentification of financial factors in economic fluctuationsnb_NO
dc.typeJournal articlenb_NO
dc.typePeer reviewednb_NO
dc.description.versionacceptedVersionnb_NO
dc.rights.holderCopyright policy of Oxford University Press, the publisher of this journal: The authors retain rights to “upload their accepted manuscript PDF ("a post-print*") to institutional and/or centrally organized repositories, but must stipulate that public availability be delayed until 24 months after first online publication in the journal.”nb_NO
dc.source.pagenumber311-337nb_NO
dc.source.volume129nb_NO
dc.source.journalEconomic Journalnb_NO
dc.source.issue617nb_NO
dc.identifier.doi10.1111/ecoj.12520
dc.identifier.cristin1718672
cristin.unitcode158,3,0,0
cristin.unitnameInstitutt for samfunnsøkonomi
cristin.ispublishedtrue
cristin.fulltextpostprint
cristin.qualitycode2


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