Real Sectoral Spillovers: A Dynamic Factor Analysis of the Great Recession

Real Sectoral Spillovers: A Dynamic Factor Analysis of the Great Recession
This paper studies changes in the transmission of common versus sectoral idiosyncratic shocks across different U.S. nonfarm business sectors during the Great Recession, and evaluates the cross-sectoral spillovers. Shocks are identified by dynamic factor methods. We find that the Great Recession is largely a time of heightened impact of common... READ MORE...

Publication date: May 2018
ISBN 9781484354582
$18.00

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