On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century and beyond

DOI10.1016/j.jedc.2013.11.008zbMath1402.91583OpenAlexW2167306474MaRDI QIDQ1994371

João Victor Issler, Afonso Arinos de Mello Franco-Neto, Osmani Teixeira de Carvalho Guillén

Publication date: 1 November 2018

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

Full work available at URL: http://hdl.handle.net/10438/11273

zbMATH Keywords

welfare costsbeveridge-Nelson decompositionbusiness cycles fluctuationseconomic-growth variationunobserved-component model

Mathematics Subject Classification ID

Economic time series analysis (91B84) Macroeconomic theory (monetary models, models of taxation) (91B64) Economic growth models (91B62) Statistical methods; economic indices and measures (91B82)

Uses Software

• STAMP

Cites Work

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• Growth trends, cyclical fluctuations, and welfare with non-expected utility preferences
• Doubts or variability?
• Long-Term Risk: An Operator Approach
• Testing for Common Trends
• Co-Integration and Error Correction: Representation, Estimation, and Testing
• Investigating Causal Relations by Econometric Models and Cross-spectral Methods
• Using Asset Prices to Measure the Persistence of the Marginal Utility of Wealth
• Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models

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