• Medientyp: Bericht; E-Book
  • Titel: R&D and aggregate fluctuations
  • Beteiligte: Artuç, Erhan [Verfasser:in]; Pourpourides, Panayiotis M. [Verfasser:in]
  • Erschienen: Cardiff: Cardiff University, Cardiff Business School, 2012
  • Sprache: Englisch
  • Schlagwörter: Investment-specific Shocks ; Technischer Fortschritt ; C32 ; C13 ; R&D ; Nachhaltige Entwicklung ; E32 ; Forschung ; O3 ; Cycles ; VAR ; Productivity Shocks ; C68 ; Investition ; USA
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  • Beschreibung: Using US data for the period 1959-2007, we identify sectoral productivity shocks and capital investment-specific shocks by employing a Vector Autoregression whose shock structure is disciplined by a general equilibrium model. Controlling for real and nominal factors, we find that capital investment-specific shocks explain 70 percent of fluctuations of R&D investment while R&D technology shocks explain 30 percent of the variation of aggregate output net of R&D investment (i.e. the output of the non-R&D sector). Technology shocks jointly explain almost all the variation of output in the R&D sector and 78 percent of the variation of output in the non-R&D sector.
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