Time to implement and aggregate fluctuations
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Publication:1390904
DOI10.1016/S0165-1889(97)00054-7zbMath0897.90054OpenAlexW1984383594MaRDI QIDQ1390904
Franck Portier, Jean-Olivier Hairault, Francois Langot
Publication date: 22 July 1998
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0165-1889(97)00054-7
Applications of statistics to economics (62P20) Economic growth models (91B62) Statistical methods; economic indices and measures (91B82)
Related Items (5)
The economic determinants of technology shocks in a real business cycle model ⋮ Limited participation and exchange rate dynamics: does theory meet the data? ⋮ Supply shocks and employment in an open economy ⋮ The effects of permanent technology shocks on hours: can the RBC-model fit the VAR evidence? ⋮ Structural change tests for simulated method of moments.
Cites Work
- Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
- Simulation estimation of time-series models
- Real business cycles and the animal spirits hypothesis
- Monopolistic competition, business cycles, and the composition of aggregate demand
- The business cycle with nominal contracts
- Simulated Moments Estimation of Markov Models of Asset Prices
- The Solution of Linear Difference Models under Rational Expectations
- Time to Build and Aggregate Fluctuations
- The Relative Importance of Permanent and Transitory Components: Identification and Some Theoretical Bounds
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