Technology shocks and aggregate fluctuations in an estimated hybrid RBC model

DOI10.1016/J.JEDC.2010.01.017zbMATH Open1230.91109OpenAlexW3124021171MaRDI QIDQ975889FDOQ975889

Jim Malley, Ulrich Woitek

Publication date: 11 June 2010

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

Full work available at URL: https://doi.org/10.1016/j.jedc.2010.01.017

zbMATH Keywords

Bayesian estimationmeasurement errorsreal business cycletechnology shocks

Mathematics Subject Classification ID

Economic time series analysis (91B84) Dynamic stochastic general equilibrium theory (91B51)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Time Varying Structural Vector Autoregressions and Monetary Policy
• Marginal Likelihood From the Metropolis–Hastings Output
• Methods to estimate dynamic stochastic general equilibrium models
• A Bayesian approach to dynamic macroeconomics
• Time to Build and Aggregate Fluctuations: Some New Evidence
• Comparing dynamic equilibrium models to data: a Bayesian approach
• A method for taking models to the data
• Business Cycle Accounting
• An Econometric Study of Hours and Output Variation with Preference Shocks
• Real business-cycle theory. Wisdom or whimsy?
• An Equilibrium Model of the Business Cycle With Household Production and Fiscal Policy
• Technology shocks and the business cycle: On empirical investigation
• Labor and investment frictions in a real business cycle model

Cited In (3)

• Multipliers of unexpected increases in defense spending: an empirical investigation
• The effects of permanent technology shocks on hours: can the RBC-model fit the VAR evidence?
• Estimation of continuous-time linear DSGE models from discrete-time measurements

Uses Software

• bvarsv

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