Recent empirical literature delivered, based on different structural VAR approaches, controversial
results concerning the role of anticipated technology—news—shocks in business cycle fluctuations.
We deal with this controversy and investigate (i) the extent to which two prominent structural VAR
approaches can be useful in recuperating news shock dynamics from artificially generated data in
general and (ii) why and to what extent these SVAR approaches differ in the results they deliver in
particular. Thereby, we provide several insights for the users of both VAR techniques with small
samples in practice.
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