Information, persistence, and real business cycles

DOI10.1016/0165-1889(89)90017-1zbMath0674.90010OpenAlexW2039052169MaRDI QIDQ1121760

Stefan Gerlach

Publication date: 1989

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

Full work available at URL: https://doi.org/10.1016/0165-1889(89)90017-1

zbMATH Keywords

rational expectationsKalman filteringmacroeconomic modelbehavior simulation

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic growth models (91B62) Statistical methods; economic indices and measures (91B82)

Related Items

Measuring the degree of convergence among European business cycles

Cites Work

• Dynamic programming and stochastic control
• Optimal Properties of Exponentially Weighted Forecasts
• Time to Build and Aggregate Fluctuations