Statistical nonlinearities in the business cycle: a challenge for the canonical RBC model
DOI10.1016/J.JEDC.2006.09.012zbMATH Open1163.91535OpenAlexW3123319573MaRDI QIDQ1027404FDOQ1027404
Authors: Diego Valderrama 
Publication date: 1 July 2009
Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)
Full work available at URL: http://www.frbsf.org/economic-research/files/wp02-13bk.pdf
Recommendations
- Chapter 3 The Importance of Nonlinearity in Reproducing Business Cycle Features
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Cites Work
- A Test for Normality of Observations and Regression Residuals
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- Semi-Nonparametric Maximum Likelihood Estimation
- Cross-validated SNP density estimates
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- Time to Build and Aggregate Fluctuations
- Quadrature-Based Methods for Obtaining Approximate Solutions to Nonlinear Asset Pricing Models
- Seminonparametric Estimation of Conditionally Constrained Heterogeneous Processes: Asset Pricing Applications
- Explaining Investment Dynamics in U.S. Manufacturing: A Generalized (S, s) Approach
- Linear Versus Nonlinear Macroeconomies: A Statistical Test
- ARE TECHNOLOGY SHOCKS NONLINEAR?
- A nonlinear time series workshop. A toolkit for detecting and identifying nonlinear serial dependence
- A flexible specification of adjustment costs in dynamic factor demand models
Cited In (6)
- Chapter 3 The Importance of Nonlinearity in Reproducing Business Cycle Features
- Identifying Nonlinear Components by Random Fields in the US GNP Growth. Implications for the Shape of the Business Cycle
- Reproducing business cycle features: are nonlinear dynamics a proxy for multivariate information?
- Business cycles. Fact, fallacy and fantasy.
- Nonlinearity, cyclicity, and persistence in consumption and income relationships: research in honor of Melvin J. Hinich
- A non-linear Keynesian Goodwin-type endogenous model of the cycle: Bayesian evidence for the USA
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