Table 3
The autocovariance structure of shocks to value added
The table reports the estimates and the corresponding standard errors of the autocovariances at
various orders of the residual of value added growth in first differences, i.e., estimates of E (∆εj t∆εjt-τ).
The data are pooled over all years.
|
Order |
All years |
Order |
All years |
|
0 |
0.1188 |
6 |
0.0002 |
|
1 |
-0.0435 |
7 |
-0.0024 (0.0012) |
|
2 |
0.0008 |
8 |
0.0011 (0.0011) |
|
3 |
0.0001 |
9 |
-0.0042 (0.0023) |
|
4 |
0.0010 |
10 |
0.0109 |
5 0.0006
(0.0008)
43
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