What do interest rates reveal about the functioning of real business cycle models ? (Q671549): Difference between revisions

@@ Property / cites work @@
+An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator
+Normal rank
@@ Property / cites work @@
+On the term structure of interest rates
@@ Property / cites work: On the term structure of interest rates / rank @@
+Normal rank
@@ Property / cites work @@
+Real business-cycle theory. Wisdom or whimsy?
@@ Property / cites work: Real business-cycle theory. Wisdom or whimsy? / rank @@
+Normal rank
@@ Property / cites work @@
+A Time Series Analysis of Representative Agent Models of Consumption and Leisure Choice under Uncertainty
+Normal rank
@@ Property / cites work @@
+An Empirical Investigation of Asset Pricing with Temporally Dependent Preference Specifications
+Normal rank
@@ Property / cites work @@
+Low frequency filtering and real business cycles
@@ Property / cites work: Low frequency filtering and real business cycles / rank @@
+Normal rank
@@ Property / cites work @@
+Production, growth and business cycles: Technical appendix
+Normal rank
@@ Property / cites work @@
+Time to Build and Aggregate Fluctuations
@@ Property / cites work: Time to Build and Aggregate Fluctuations / rank @@
+Normal rank
@@ Property / cites work @@
+Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
+Normal rank
@@ Property / cites work @@
+A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
+Normal rank
@@ Property / cites work @@
+Equilibrium interest-rate determination under adjustment costs
+Normal rank