Mathematical Research Data Initiative
Main page
Recent changes
Random page
SPARQL
MaRDI@GitHub
New item
Special pages
In other projects
MaRDI portal item
Discussion
View source
View history
English
Log in

The investment network, sectoral comovement, and the changing U.S. business cycle

From MaRDI portal
Publication:5034449
Jump to:navigation, search

DOI10.1093/QJE/QJAB020zbMATH Open1482.91138OpenAlexW4231446042MaRDI QIDQ5034449FDOQ5034449


Authors: Christian vom Lehn, Thomas Winberry Edit this on Wikidata


Publication date: 18 February 2022

Published in: The Quarterly Journal of Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/qje/qjab020




Recommendations

  • Labor and investment frictions in a real business cycle model
  • Investment shocks and the comovement problem
  • Housing and the business cycle revisited
  • Aggregate investment in a business cycle model with adjustment costs
  • Business Cycle Accounting


Mathematics Subject Classification ID

Economic growth models (91B62) Multisectoral models in economics (91B66) Labor markets (91B39)



Cited In (4)

  • Dynamic industry uncertainty networks and the business cycle
  • The productivity puzzle and the decline of unions
  • Housing and the business cycle revisited
  • Technology, demand, and productivity: what an industry model tells us about business cycles





This page was built for publication: The investment network, sectoral comovement, and the changing U.S. business cycle

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5034449)

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:5034449&oldid=19503358"
Tools
What links here
Related changes
Printable version
Permanent link
Page information
This page was last edited on 8 February 2024, at 10:50. Warning: Page may not contain recent updates.
Privacy policy
About MaRDI portal
Disclaimers
Imprint
Powered by MediaWiki