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

DOI10.1016/0165-1889(95)00916-7MaRDI QIDQ671549zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

Adjustment costsBusiness cyclesHabit formationInterest rates

Mathematics Subject Classification ID

Economic growth models (91B62)

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Cites work

• A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
• 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
• An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator
• Equilibrium interest-rate determination under adjustment costs
• Low frequency filtering and real business cycles
• On the term structure of interest rates
• Production, growth and business cycles: Technical appendix
• Real business-cycle theory. Wisdom or whimsy?
• 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?
• Time to Build and Aggregate Fluctuations

Cited in

(9)

• Understanding self-fulfilling rational expectations equilibria in real business cycle models
• The term structure of interest rates in real and monetary economies
• Structural shocks and the comovements between output and interest rates
• How interest rate influences a business cycle model
• 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

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