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Measures of Technology and the Business Cycle

Annika Alexius; Mikael Carlsson

Uppsala University

The Review of Economics and Statistics 2005 open access

We analyze the technology shocks identified by two different structural VAR models and compare them with classical and refined Solow residuals. The measures of technology are reasonably highly correlated. Alternative identifying restrictions in the VARs, however, have different theoretical as well as empirical consequences for the technology shocks. King et al.'s (1991) model and the classical Solow residual capture a mixture of technology and labor supply shocks, whereas the technology shocks from Galí's model and the refined Solow residuals are robust to the latter phenomenon. Moreover, we find that the two robust measures of technology are negatively correlated with hours worked.

DOI
10.1162/0034653053970285
Volume
87 (2)
Pages
299-307
Language
en
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