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Macroeconomic effects of productivity shocks - a VAR model of a small open economy (CROSBI ID 636874)

Prilog sa skupa u zborniku | izvorni znanstveni rad | međunarodna recenzija

Arčabić, Vladimir ; Globan, Tomislav ; Nadoveza, Ozana ; Rogić Dumančić, Lucija ; Tica, Josip Macroeconomic effects of productivity shocks - a VAR model of a small open economy // 8th International Conference "An Enterprise Odyssey: Saving the Sinking Ship Through Human Capital" Proceedings / Galetić, Lovorka ; Načinović Braje, Ivana ; Jaković, Božidar (ur.). Zagreb: Ekonomski fakultet Sveučilišta u Zagrebu, 2016. str. 358-365

Podaci o odgovornosti

Arčabić, Vladimir ; Globan, Tomislav ; Nadoveza, Ozana ; Rogić Dumančić, Lucija ; Tica, Josip

engleski

Macroeconomic effects of productivity shocks - a VAR model of a small open economy

The paper compares theoretical impulse response functions from a DSGE model for a small open economy with an empirical five variable VAR model estimated for the Croatian economy. In the paper we analyse the impact of productivity shock on the selected macroeconomic variables: domestic output gap, nominal interest rate, CPI inflation and terms of trade. The impulse responses from the empirical VAR model do not resemble those from the theoretical one for all the variables in any proposed monetary regimes. Results of modelling simultaneous interrelationships between variables also support the results that the productivity shocks do not play a significant role in determining the variation of selected macroeconomic variables in the case of the Croatian economy.

DSGE ; productivity shocks ; small open economy ; exchange rate ; Croatia

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Podaci o prilogu

358-365.

2016.

objavljeno

Podaci o matičnoj publikaciji

8th International Conference "An Enterprise Odyssey: Saving the Sinking Ship Through Human Capital" Proceedings

Galetić, Lovorka ; Načinović Braje, Ivana ; Jaković, Božidar

Zagreb: Ekonomski fakultet Sveučilišta u Zagrebu

978-953-346-027-7

Podaci o skupu

8th International Conference "An Enterprise Odyssey: Saving the Sinking SHip Through Human Capital

predavanje

08.06.2016-11.06.2016

Zagreb, Hrvatska

Povezanost rada

Ekonomija