Structural shocks and the comovements between output and interest rates

DOI10.1016/J.JEDC.2010.02.008zbMATH Open1230.91111OpenAlexW2130250868MaRDI QIDQ976532FDOQ976532

Elmar Mertens

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.2010.02.008

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zbMATH Keywords

business cyclesinterest ratesstructural VARnews shocksbandpass filter

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82) Dynamic stochastic general equilibrium theory (91B51)

Cites Work

• Large Sample Properties of Generalized Method of Moments Estimators
• Title not available (Why is that?)
• Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*
• Error Bands for Impulse Responses
• Low frequency filtering and real business cycles
• Dynamic Equilibrium Economies: A Framework for Comparing Models and Data
• What do interest rates reveal about the functioning of real business cycle models ?
• Title not available (Why is that?)
• Effects of the Hodrick-Prescott filter on trend and difference stationary time series
• Expectation Traps and Monetary Policy
• Business Cycle Accounting

Cited In (2)

• Estimation of structural changes in nonlinear time series models by using particle filters and genetic programming
• Responses in output to monetary shocks and the interest rate: A rational expectations model with working capital

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