Syftet med min artikel är att utgångspunkt i tre olika materialtyper, skriftliga levnadsberättelser, frågelistsvar och muntliga intervjuer – materialtyper som alla behandlar erfarenheter av vardagslivet hemmafru på 1950-talet visa likheter skillnader framställningssätten gällande form, stil betydelse. Hur kommer det sig de kategorierna material genererar så pass typer utsagor trots erfarenheter...

We estimate various SVAR models for the US in order to assess the importance of fundamental shocks in explaining stock price movements. The results show that models using real activity variables place more weight on fundamental shocks than models using dividends or earnings. However, according to all models fundamental shocks became substantially less important during the period 1982-2002 if co...

The article uses a structural vector autoregressive (SVAR) model under some well agreed-on long-run neutrality assumption to identify the aggregate demand (AD) and aggregate supply curve (AS) in West Germany and the UK. The empirical results indicate similarities and contrasts in macroeconomic behaviour across both countries. A main result is that the UK is characterized by much larger output a...

We develop a regime-switching SVAR (structural vector autoregression) in which the monetary policy regime, chosen by the central bank responding to economic conditions, is endogenous and observable. QE (quantitative easing) is one such regime. The model incorporates the exit condition for terminating QE. We apply it to Japan, a country that has experienced three QE spells. Our impulse response ...

The size of the economy-wide rebound effect is crucial for estimating contribution that energy efficiency improvements can make to reducing greenhouse gas emissions and understanding drivers use. Existing estimates, which vary widely, are based on computable general equilibrium models or partial econometric estimates. Using a structural vector autoregressive (SVAR) model, we identify dynamic ca...

of Searching for the Causal Structure of a Vector Autoregression Vector autoregressions (VARs) are economically interpretable only when identified by being transformed into a structural form (the SVAR) in which the contemporaneous variables stand in a well-defined causal order. These identifying transformations are not unique. It is widely believed that practitioners must choose among them usin...