Shock Elasticities and Impulse Responses
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下载链接:
https://www.nber.org/papers/w20104
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资源简介:
We construct shock elasticities that are pricing counterparts to impulse response functions. Recall that impulse response functions measure the importance of next-period shocks for future values of a time series. Shock elasticities measure the contributions to the price and to the expected future
提供机构:
美国国家经济研究局
创建时间:
2014-05-01



