Time to Build and Aggregate Fluctuations: Some New Evidence

DOI10.2307/2526758zbMATH Open0694.62060OpenAlexW1579852351MaRDI QIDQ3470041FDOQ3470041

Authors: Sumru Altug 

Publication date: 1989

Full work available at URL: https://doi.org/10.2307/2526758

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zbMATH Keywords

time seriestestsmaximum likelihood estimatestechnology shockaggregate variablescompetitive equilibrium model of cyclical fluctuationsequilibrium laws of motiontime-separable preferencesunobservable index

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cited In (24)

• Bayesian Analysis of DSGE Models
• Investment cycles
• Time to build capital: revisiting investment-cash-flow sensitivities
• Likelihood ratio testing in linear state space models: an application to dynamic stochastic general equilibrium models
• Technology shocks and aggregate fluctuations in an estimated hybrid RBC model
• Taking DSGE models to the policy environment by Alvarez-Lois, Harrison, Piscitelli and Scott
• Making a match: combining theory and evidence in policy-oriented macroeconomic modeling
• VARs, common factors and the empirical validation of equilibrium business cycle models
• Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models
• Technology shocks and the business cycle: On empirical investigation
• Time to implement and aggregate fluctuations
• A method for taking models to the data
• James Tobin, Franco Modigliani, Finn E. Kydland And Edward C. Prescott
• A Bayesian approach to dynamic macroeconomics
• DOES MONETARY POLICY GENERATE RECESSIONS?
• Maximum likelihood inference in weakly identified dynamic stochastic general equilibrium models
• What do `residuals' from first-order conditions reveal about DGE models?
• Labor and investment frictions in a real business cycle model
• Modeling house price synchronization across the U.S. states and their time-varying macroeconomic linkages
• Estimating the rational expectations model of speculative storage: a Monte Carlo comparison of three simulation estimators
• OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS
• Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model
• Calibration as estimation
• Generically distributed investments on flexible projects and endogenous growth

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