Time to implement and aggregate fluctuations

DOI10.1016/S0165-1889(97)00054-7zbMath0897.90054OpenAlexW1984383594MaRDI QIDQ1390904

Franck Portier, Jean-Olivier Hairault, Francois Langot

Publication date: 22 July 1998

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

Full work available at URL: https://doi.org/10.1016/s0165-1889(97)00054-7

zbMATH Keywords

simulated method of momentsconsumption dynamicsaggregate fluctuations

Mathematics Subject Classification ID

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

Related Items (5)

The economic determinants of technology shocks in a real business cycle model ⋮ Limited participation and exchange rate dynamics: does theory meet the data? ⋮ Supply shocks and employment in an open economy ⋮ The effects of permanent technology shocks on hours: can the RBC-model fit the VAR evidence? ⋮ Structural change tests for simulated method of moments.

Cites Work

• Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
• Simulation estimation of time-series models
• Real business cycles and the animal spirits hypothesis
• Monopolistic competition, business cycles, and the composition of aggregate demand
• The business cycle with nominal contracts
• Simulated Moments Estimation of Markov Models of Asset Prices
• The Solution of Linear Difference Models under Rational Expectations
• Time to Build and Aggregate Fluctuations
• The Relative Importance of Permanent and Transitory Components: Identification and Some Theoretical Bounds

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