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Christoph, Gortz ; Christoph, Görtz ; John, Tsoukalas. (2012) News and Financial Intermediation in Aggregate and Sectoral Fluctuations.
In: Dynare Working Papers. RePEc:cpm:dynare:012.
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At Vt In this case the model has a one sector representation (e.g. Greenwood et al. (2000)). Fur49 ther, one can readily redefine the investment sector TFP process as Vt = AtV ∗ t , where in this formulation At denotes sector neutral TFP, while V ∗ t denotes investment specific TFP. Under this equivalent formulation the expression above becomes, PI,t PC,t = (V ∗ t )−1 , a commonly used restriction in one sector estimated DSGE models. Thus, under assumptions (i)-(iii), one can identify the investment specific technology shock from the relative price of investment alone.
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