A method for taking models to the data
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Publication:951526
DOI10.1016/S0165-1889(03)00080-0zbMath1179.91134MaRDI QIDQ951526
Publication date: 24 October 2008
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Applications of statistics to economics (62P20) Economic time series analysis (91B84) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74) Dynamic stochastic general equilibrium theory (91B51)
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Cites Work
- Real business-cycle theory. Wisdom or whimsy?
- A Bayesian approach to dynamic macroeconomics
- Time to Build and Aggregate Fluctuations: Some New Evidence
- The Solution of Linear Difference Models under Rational Expectations
- Time to Build and Aggregate Fluctuations
- An Econometric Study of Hours and Output Variation with Preference Shocks
- An Equilibrium Model of the Business Cycle With Household Production and Fiscal Policy
- The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
- Inference in Nonlinear Econometric Models with Structural Change
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