Statistical nonlinearities in the business cycle: a challenge for the canonical RBC model

DOI10.1016/j.jedc.2006.09.012zbMath1163.91535MaRDI QIDQ1027404

Diego Valderrama

Publication date: 1 July 2009

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: http://www.frbsf.org/economic-research/files/wp02-13bk.pdf

zbMATH Keywords

nonlinear; real business cycles; efficient method of moments

Mathematics Subject Classification ID

62J02: General nonlinear regression

91B84: Economic time series analysis

91B64: Macroeconomic theory (monetary models, models of taxation)

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