Consumer misperceptions, uncertain fundamentals, and the business cycle

DOI10.1016/J.JEDC.2014.01.008MaRDI QIDQ1994403zbMATH OpenOpenAlexFDO

Authors Patrick Hürtgen

Publication date 1 November 2018

Published in Journal of Economic Dynamics and Control (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/10419/74637

zbMATH Keywords

aggregate fluctuationsBayesian estimationBayesian model comparisonimperfect informationnoise shocks

Mathematics Subject Classification ID

Economic growth models (91B62) Statistical methods; economic indices and measures (91B82)

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• Business cycle dynamics when neutral and investment-specific technology shocks are imperfectly observable
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Cites work

• Bayesian Analysis of DSGE Models
• Comparing dynamic equilibrium models to data: a Bayesian approach
• Dynamics of fiscal financing in the United States
• Fiscal foresight and information flows
• scientific article; zbMATH DE number 777596 (Why is no real title available?)
• Invertible and non-invertible information sets in linear rational expectations models
• Sentiments
• Solving linear rational expectations models
• The General Theory of Employment, Interest, and Money
• Using simulation methods for bayesian econometric models: inference, development,and communication
• Using the generalized Schur form to solve a multivariate linear rational expectations model
• What's news in business cycles

Cited in

(3)

• Business cycle dynamics when neutral and investment-specific technology shocks are imperfectly observable
• Moderating noise-driven macroeconomic fluctuations under dispersed information
• Sentimental Business Cycles

Describes a project that uses

Uses Software

• Gensys

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