What do interest rates reveal about the functioning of real business cycle models ?

DOI10.1016/0165-1889(95)00916-7zbMATH Open0875.90151OpenAlexW2127280419MaRDI QIDQ671549FDOQ671549

Authors: Paul Beaudry, Alain Guay 

Publication date: 27 February 1997

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

Full work available at URL: https://doi.org/10.1016/0165-1889(95)00916-7

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zbMATH Keywords

Adjustment costsBusiness cyclesHabit formationInterest rates

Mathematics Subject Classification ID

Economic growth models (91B62)

Cites Work

• A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
• Low frequency filtering and real business cycles
• Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
• An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator
• Production, growth and business cycles: Technical appendix
• Time to Build and Aggregate Fluctuations
• A time series analysis of representative agent models of consumption and leisure choice under uncertainty
• An Empirical Investigation of Asset Pricing with Temporally Dependent Preference Specifications
• Equilibrium interest-rate determination under adjustment costs
• On the term structure of interest rates
• Real business-cycle theory. Wisdom or whimsy?

Cited In (9)

• The term structure of interest rates in real and monetary economies
• How interest rate influences a business cycle model
• Structural shocks and the comovements between output and interest rates
• Indirect inference and calibration of dynamic stochastic general equilibrium models
• Predetermined interest rates in an analytical RBC model
• Can world real interest rates explain business cycles in a small open economy?
• Comparing DSGE-VAR forecasting models: how big are the differences?
• Functional equivalence between intertemporal and multisectoral investment adjustment costs
• Understanding self-fulfilling rational expectations equilibria in real business cycle models

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