Investment shocks and the comovement problem

DOI10.1016/j.jedc.2010.09.004zbMath1232.91458OpenAlexW2115380438MaRDI QIDQ622241

Hashmat Khan, John D. Tsoukalas

Publication date: 31 January 2011

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

Full work available at URL: https://doi.org/10.1016/j.jedc.2010.09.004

zbMATH Keywords

comovementestimated DSGE modelsinvestment shocks

Mathematics Subject Classification ID

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

Related Items (6)

Home production and small open economy business cycles ⋮ What can we learn about news shocks from the late 1990s and early 2000s boom-bust period? ⋮ Non‐separable utilities and aggregate instability ⋮ On time-dependent nominal contracting models with positive trend inflation ⋮ Evaluating monetary policy under preferences with zero wealth effect: a Bayesian approach ⋮ Modelling comovements of economic time series: a selective survey

Cites Work

• Using simulation methods for bayesian econometric models: inference, development,and communication
• Bayesian Analysis of DSGE Models

This page was built for publication: Investment shocks and the comovement problem