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Year of publication
Subject
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Real Business Cycle 86 real business cycle 53 Real business cycle 42 Theorie 39 Konjunktur 36 Real business cycle model 36 Real-Business-Cycle-Theorie 36 Schock 29 Business cycle 25 Schätzung 22 business cycle 16 Dynamisches Gleichgewicht 15 Productivity 15 Produktivität 15 Deutschland 14 Shock 13 business cycles 13 growth rate 12 real business cycles 12 Economic models 11 VAR-Modell 11 growth rates 11 Estimation 10 Investition 10 total factor productivity 10 Bayesian estimation 9 USA 9 real gdp 9 Technischer Fortschritt 8 growth model 8 Bayes-Statistik 7 Bootstrap 7 DSGE 7 External shocks 7 Indirect Inference 7 New Neoclassical Synthesis 7 Preisrigidität 7 Small open economy 7 Sticky Prices 7 economic growth 7
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Online availability
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Free 132 Undetermined 36 CC license 2
Type of publication
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Book / Working Paper 126 Article 59
Type of publication (narrower categories)
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Working Paper 61 Article in journal 28 Aufsatz in Zeitschrift 28 Graue Literatur 6 Non-commercial literature 6 Arbeitspapier 5 Article 5 Report 2 Aufsatz im Buch 1 Book section 1 Conference paper 1 Konferenzbeitrag 1 research-article 1
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Language
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English 131 Undetermined 50 German 3 Czech 1
Author
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Gail, Michael 8 Meenagh, David 8 Minford, Patrick 7 Albonico, Alice 6 Woitek, Ulrich 6 Kalyvitis, Sarantis 5 Malley, Jim 5 Pappa, Evi 5 Ali, Syed Zahid 4 Bachmann, Ruediger 4 Bayer, Christian 4 Dang, Jing 4 Gillman, Max 4 Kejak, Michal 4 Malik, Kashif Zaheer 4 Nowell, Eric 4 Sofat, Prakriti 4 Davidson, James 3 Estevão, Marcello M. 3 Fung, Ka Wai Terence 3 Heer, Burkhard 3 Kamihigashi, Takashi 3 Karunaratne, Neil Dias 3 Maußner, Alfred 3 Rabanal, Pau 3 Wen, Yi 3 Aftab, Ammar 2 Alege, Philip 2 Amu, Barnabas 2 Ardila, Laura 2 Azzimonti, Marina 2 Barbosa, Fernando de Holanda 2 Borenstein, Eliezer 2 Busato, Francesco 2 Calmès, Christian 2 Chan, Kwok Ho 2 Ciccarone, Giuseppe 2 Coenen, Günter 2 Ejemeyovwi, Jeremiah O. 2 Elkayam, David 2
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Institution
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International Monetary Fund (IMF) 16 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 10 Economics Section, Cardiff Business School 3 Research Institute for Economics and Business Administration, Kobe University 3 C.E.P.R. Discussion Papers 2 CESifo 2 International Monetary Fund 2 Reserve Bank of Australia 2 Departamento de Economía, Universidad Carlos III de Madrid 1 Department of Economics, Adam Smith Business School 1 Department of Economics, Boston College 1 Department of International and European Economic Studies, Athens University of Economics and Business (AUEB) 1 Dipartimento di Economia, Università degli Studi di Roma 3 1 Dipartimento di Scienze Economiche e Aziendali, Università degli Studi di Pavia 1 Départment des sciences administratives, Université du Québec en Outaouais (UQO) 1 EconWPA 1 Econometric Society 1 Fakultät Wirtschaftswissenschaften, Wirtschaftsinformatik und Wirtschaftsrecht, Universität Siegen 1 Institut de Recherche Économique et Sociale (IRES), École des Sciences Économiques de Louvain 1 Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät 1 Istituto Nazionale di Statistica (ISTAT) 1 Közgazdaság-tudományi Intézet, Közgazdaság- és Regionális Tudományi Kutatóközpont 1 Núcleo de Investigação em Políticas Económicas (NIPE), Universidade do Minho 1 School of Economics and Management, University of Aarhus 1 Scottish Institute for Research in Economics (SIRE) 1 Society for Computational Economics - SCE 1 Society for Economic Dynamics - SED 1 Superintendencia de Pensiones, Ministerio del Trabajo y Previsión Social 1 UNIVERSIDAD DE LOS ANDES-CEDE 1
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Published in...
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IMF Working Papers 16 MPRA Paper 10 CESifo Working Paper 9 Cardiff Economics Working Papers 9 Working Paper 9 Volkswirtschaftliche Diskussionsbeiträge 7 Discussion Paper Series 1 4 Kiel Working Paper 4 Review of Economic Dynamics 4 Discussion Paper 3 Discussion Paper Series / Research Institute for Economics and Business Administration, Kobe University 3 Economic Modelling 3 Economic modelling 3 Springer Texts in Business and Economics 3 CEPR Discussion Papers 2 CESifo Working Paper Series 2 Dresden Discussion Paper Series in Economics 2 HWWA Discussion Paper 2 IEHAS Discussion Papers 2 Journal of economic dynamics & control 2 Quaderni di Dipartimento 2 RBA Research Discussion Papers 2 Tinbergen Institute Discussion Paper 2 2006 Meeting Papers 1 Annals of economics and finance 1 Boston College Working Papers in Economics 1 Cardiff economics working papers 1 China political economy 1 Cliometrica, Journal of Historical Economics and Econometric History 1 Cogent Business & Management 1 Cogent Economics & Finance 1 Cogent business & management 1 Cogent economics & finance 1 Computational economics 1 Computing in Economics and Finance 2002 1 Contributions in Macroeconomics 1 Contributions to Macroeconomics 1 Czech Journal of Economics and Finance (Finance a uver) 1 DEOS Working Papers 1 DOCUMENTOS CEDE 1
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Source
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RePEc 83 EconStor 61 ECONIS (ZBW) 38 BASE 2 Other ZBW resources 1
Showing 1 - 50 of 185
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Flow-specific capital controls for China
Garcia-Barragan, Fernando; Kiu, Guangling - 2025
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015333588
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Workbook for Macroeconomic Theory : Fluctuations, Inflation and Growth in Closed and Open Economies
Barbosa, Fernando de Holanda; Lima Júnior, Luiz Antônio - 2025 - 2nd ed. 2025.
This book presents the answers to the exercises in Macroeconomic Theory, Fluctuations, Inflation and Growth in Closed and Open Economies, 2nd Edition, by Fernando de Holanda Barbosa (Cham, Switzerland: Springer, 2024), hereafter referred as Macro Theory. Altogether, there are 170 exercises in...
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The intermittent institutional innovation and China's economic fluctuations : a calibrated model and a dynamic analysis
Sun, Ninghua; Zeng, Lei - In: China political economy 5 (2022) 2, pp. 196-214
Purpose China's economic transition is essentially the process of China's institutional changes. During the changes, the appearance of institutional innovation is not regular; instead, it is intermittent and random. The purpose of this paper is to show that the fitful appearance of institutional...
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Macroeconomic Theory : Fluctuations, Inflation and Growth in Closed and Open Economies
Barbosa, Fernando de Holanda - 2024 - 2nd ed. 2024.
-- INTRODUCTION. -- PART I: GROWTH. -- Chapter 1: Representative Agent Model. -- Chapter 2: Open Economy Representative Agent Model. -- Chapter 3: Overlapping Generations. -- Chapter 4: Solow Model. -- Chapter 5: Endogenous Savings and Growth. -- PART II: FLUCTUATION AND INFLATION. -- Chapter 6:...
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DSGE Models for Real Business Cycle and New Keynesian Macroeconomics : Theoretical Methods and Numerical Solutions with DYNARE
Chirichiello, Giuseppe - 2024
Chapter 1. Introduction -- Chapter 2. Finite Difference Equations and Systems of Difference Equations in Rational Expectations -- Chapter 3. Models of Representative Agents and Real Business Cycle Models -- Chapter 4. A Simplified Illustration of Numerical Solution Methods of DSGE Models With...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014535191
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The economic and environmental effects of an optimal emission reduction subsidy policy in the presence of business cycles
Ramezani, Fariba; Arjomandi, Amir; Harvie, Charles - In: Studies in economics and finance 41 (2024) 2, pp. 224-240
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Impact of real shocks on business cycles in selected Sub-Saharan African countries
Amu, Barnabas; Osabuohien, Evans; Alege, Philip; … - In: Cogent Business & Management 8 (2021) 1, pp. 1-18
This study examines business cycle fluctuations in selected Sub-Saharan African (SSA) countries. The study measures the impact of selected real shocks, namely: terms of trade shocks, commodity price shocks, and government spending shocks, on macroeconomic fluctuations in SSA. The impact of the...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014001631
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Impact of real shocks on business cycles in selected Sub-Saharan African countries
Amu, Barnabas; Osabuohien, Evans; Alege, Philip; … - In: Cogent business & management 8 (2021) 1, pp. 1-18
This study examines business cycle fluctuations in selected Sub-Saharan African (SSA) countries. The study measures the impact of selected real shocks, namely: terms of trade shocks, commodity price shocks, and government spending shocks, on macroeconomic fluctuations in SSA. The impact of the...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012668468
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Confronting increases to labour and capital taxes to finance the pension deficit in the Dominican Republic : a real business cycle approach
Brens, Paola; Fenech, Theresa; Romeo, Domenica - In: Journal of public finance and public choice 38 (2023) 1, pp. 128-148
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Deforestation and environmental policy: A DSGE approach
Pereira, Rodrigo Mendes; Góes, Geraldo Sandoval - 2019
This paper proposes an environmental DSGE model with deforestation of a tropical rain forest. The forest can be used to produce goods, but it also affects the well-being of the representative individual. Environmental policy is implemented with the taxation of the deforestation activity. We...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012234257
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Preference shocks in an RBC model with intangible capital
Malik, Kashif Zaheer; Ali, Syed Zahid; Imtiaz, Ali; … - In: Cogent Economics & Finance 7 (2019) 1, pp. 1-14
In this paper, we develop and simulate an RBC model that includes intangible capital as a third factor of production. We study the effects of intra-temporal preference shocks on economic aggregates, employing the undetermined coefficient method of to solve the model. Impulse response functions...
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Preference shocks in an RBC model with intangible capital
Malik, Kashif Zaheer; Ali, Syed Zahid; Imtiaz, Ali; … - In: Cogent economics & finance 7 (2019) 1, pp. 1-14
In this paper, we develop and simulate an RBC model that includes intangible capital as a third factor of production. We study the effects of intra-temporal preference shocks on economic aggregates, employing the undetermined coefficient method of to solve the model. Impulse response functions...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012023367
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Capital reallocation from the perspective of endogenous lemons markets and information cycles
Zhou, Jing - In: Journal of economic dynamics & control 141 (2022), pp. 1-6
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Does the real business cycle help forecast the financial cycle?
Jawadi, Fredj; Ben Ameur, Hachmi; Bigou, Stephanie; … - In: Computational economics 60 (2022) 4, pp. 1529-1546
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Effect of exogenous oil revenue shocks on reallocation of public and private investments in Iran
Shahnazi, Rouhollah; Afrasiabi, Maryam Lashani - In: International Journal of Energy Economics and Policy : IJEEP 8 (2018) 1, pp. 27-37
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Asset returns, the business cycle, and the labor market: A sensitivity analysis for the German economy
Heer, Burkhard; Maußner, Alfred - 2011
We review the labor market implications of recent real-business-cycle models that successfully replicate the empirical equity premium. We document the fact that all models considered in this survey with the exception of Boldrin, Christiano, and Fisher (2001) imply a negative correlation of...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010275854
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SOE and Chinese real business cycle
Peng, Daoju; Shi, Kang; Xu, Juanyi - 2016
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012200815
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SOE and Chinese real business cycle
Peng, Daoju; Shi, Kang; Xu, Juanyi; Zhou, Yue - In: Annals of economics and finance 21 (2020) 2, pp. 415-469
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Monopoly power in the oil market and the macroeconomy
Branger, Nicole; Flacke, René Marian; Gräber, Nikolai - In: Energy economics 85 (2020), pp. 1-18
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Unemployment and econometric learning
Singleton, Carl; Schaefer, Daniel - Volkswirtschaftliche Fakultät, … - 2015
We apply well-known results of the econometric learning literature to a standard RBC model with unemployment. The unique REE is always expectationally stable with decreasing gain learning, and this result is robust to over-parametrisation of the econometric model relative to the minimum state...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011207842
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On the cyclicality of R&D activities
Mand, Matthias - In: Journal of macroeconomics 59 (2019), pp. 38-58
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012244984
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Deforestation and environmental policy : a DSGE approach
Pereira, Rodrigo Mendes; Góes, Geraldo Sandoval - 2019
This paper proposes an environmental DSGE model with deforestation of a tropical rain forest. The forest can be used to produce goods, but it also affects the well-being of the representative individual. Environmental policy is implemented with the taxation of the deforestation activity. We...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012126366
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Oil price shocks, durables consumption, and China’s real business cycle
Wang, Yunqing; Sui, Xinyu; Pan, Wenjie - In: Modern economy 10 (2019) 4, pp. 1310-1333
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012104889
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Can intangible capital explain cyclical movements in the labor wedge?
Gourio, François; Rudanko, Leena - 2014
Intangible capital is an important factor of production in modern economies that is generally neglected in business cycle analyses. We demonstrate that intangible capital can have a substantial impact on business cycle dynamics, especially if the intangible is complementary with production...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010352192
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Capital Flows, Credit Crunch and Deleveraging Dynamics: The Case of Slovenia, Croatia and Hungary in Comparison
Vidakovic, Neven; Zbašnik, Dušan - Volkswirtschaftliche Fakultät, … - 2014
This paper investigates the deleveraging process in three neighboring countries: Slovenia, Croatia and Hungary. Prior to the economic crisis of 2008 all three countries have experienced solid rates of economic growth, economic stability, but also fast rise of foreign debt. After 2008 all three...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011267853
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Capital Flows, Credit Crunch and Deleveraging Dynamics: The Case of Slovenia, Croatia and Hungary in Comparison
Vidakovic, Neven; Zbašnik, Dušan - Volkswirtschaftliche Fakultät, … - 2014
This paper investigates the deleveraging process in three neighboring countries: Slovenia, Croatia and Hungary. Prior to the economic crisis of 2008 all three countries have experienced solid rates of economic growth, economic stability, but also fast rise of foreign debt. After 2008 all three...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011267874
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Routes and Trends of Romanian Core Economic Variables
HUDEA, Oana Simona - In: Romanian Statistical Review Supplement 62 (2014) 10, pp. 129-137
The present paper is centred on the analysis of a basic, classical, closed economy dynamic stochastic general equilibrium model, revealing some core economic variables, captured at the level of our country, both from the perspective of their reaction to the shock on technology and from the one...
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Financial Development, Econmic Growth and R&D Cyclical Movement
Fung, Ka Wai Terence; Lau, Chi Keung Marco - Volkswirtschaftliche Fakultät, … - 2013
This paper builds up an endogenous growth model à la Aghion and Howitt (1992) and Boucekkine et al (2005). We assume that R&D firms use only investment good as input, instead of final good as hypothesized in the above two models. We show that investment price will be a negative function of...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011109678
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Investment Shocks: Sources of Fluctuations in Small Open Economy
Akande, Emmanuel - Volkswirtschaftliche Fakultät, … - 2013
This paper contributes to the existing Real Business Cycle (RBC) literature by introducing Marginal Efficiency of Investment (MEI) shocks into small open economic model. Investment shocks are the most important drivers of business cycle fluctuations in small open economy because the fluctuations...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011261184
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A R&D Based Real Business Cycle Model
Fung, Ka Wai Terence; Lau, Chi Keung Marco; Chan, Kwok Ho - Volkswirtschaftliche Fakultät, … - 2013
The New Keynesian Real Business Cycle model with staggered price adjustment is augmented with a R&D producing sector. Two sources of economic shocks are considered, namely random paritcipation (perturbances to value of alternative investment opportunities in another sector) and financial...
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Productivity or Employment; Is It a Choice?
Michelis, Andrea De; Estevão, Marcello M.; Wilson, … - International Monetary Fund (IMF) - 2013
Traditionally, shocks to total factor productivity (TFP) are considered exogenous and the employment response depends on their effect on aggregate demand. We raise the possibility that in response to labor supply shocks firms adjust efficiency, rendering TFP endogenous to firms’ production...
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Terms of Trade Shocks and Incomplete Information
Rees, Daniel - Reserve Bank of Australia - 2013
The terms of trade are subject to both permanent and transitory shocks. Particularly for commodity-producing small open economies, it is sometimes argued that the inability of agents to determine which of these shocks are permanent and which are transitory leads to more macroeconomic volatility...
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Stochastic Terms of Trade Volatility in Small Open Economies
Gómez-González, Patricia; Rees, Daniel - Reserve Bank of Australia - 2013
The terms of trade of commodity-producing small open economies are subject to large shocks that can be an important source of economic fluctuations. Alongside times of high volatility, however, these economies also experience periods in which their terms of trade are comparatively stable. We...
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Investment shocks : a source of fluctuations in a small open economy
Akande, Emmanuel O. - In: Economic and business review : EBR 15 (2013) 3, pp. 213-232
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An empirical study of Taiwan's real business cycle
Chin, Kuo-Hsuan; Huang, Tzu-Yun - In: International journal of economics and finance 10 (2018) 2, pp. 124-132
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011816360
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Unemployment and econometric learning
Schaefer, Daniel; Singleton, Carl - In: Research in economics : an international review of economics 72 (2018) 2, pp. 277-296
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Immigration, remittances, and business cycles
Mandelman, Federico S.; Zlate, Andrei - 2012
Using data on border enforcement and macroeconomic indicators from the United States and Mexico, we estimate a two-country business cycle model of labor migration and remittances. The model matches the cyclical dynamics of unskilled migration and documents the insurance role of remittances in...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010292262
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Persistence and cycles in US hours worked
Caporale, Guglielmo Maria; Gil-Alana, Luis A. - 2012
This paper analyses monthly hours worked in the US over the sample period 1939m1 - 2011m10 using a cyclical long memory model; this is based on Gegenbauer processes and characterised by autocorrelations decaying to zero cyclically and at a hyperbolic rate along with a spectral density that is...
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The nature of financial and real business cycles: The great moderation and banking sector pro-cyclicality
Egert, Balazs; Sutherland, Douglas - 2012
This paper takes a fresh look at the nature of financial and real business cycles in OECD countries using annual data series and shorter quarterly and monthly economic indicators. It first analyses the main characteristics of the cycle, including the length, amplitude, asymmetry and changes of...
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Testing macroeconomic models by indirect inference on unfiltered data
Meenagh, David; Minford, Patrick; Wickens, Michael - 2012
We extend the method of indirect inference testing to data that is not filtered and so may be non-stationary. We apply the method to an open economy real business cycle model on UK data. We review the method using a Monte Carlo experiment and find that it performs accurately and has good power.
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Underground labor, search frictions and macroeconomic fluctuations
Ciccarone, Giuseppe; Giuli, Francesco - Dipartimento di Economia, Università degli Studi di Roma 3 - 2012
We study the e¤ects of underground activities on labour market dynamics in a RBC model with search frictions in the labor market, bargained wage and quadratic hiring costs. Underground activities, which allow agents to (partially) evade taxes, are modelled through a moonlighting production...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011120234
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Can International Macroeconomic Models Explain Low-Frequency Movements of Real Exchange Rates?
Rabanal, Pau; Rubio-Ramirez, Juan F. - International Monetary Fund (IMF) - 2012
Real exchange rates exhibit important low-frequency fluctuations. This makes the analysis of real exchange rates at all frequencies a more sound exercise than the typical business cycle one, which compares actual and simulated data after the Hodrick-Prescott filter is applied to both. A simple...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10009650618
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Non Stationary Shocks, Crises and Policy
David, Meenagh; Patrick, Minford - In: Rivista italiana degli economisti (2012) 2, pp. 191-224
A Real Business Cycle model of the UK is developed to account for the behaviour of UK non-stationary macro data. The model, when tested by the method of indirect inference, can explain the behaviour of main variables (GDP, real exchange rate, real interest rate). We use it to explain how...
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Collateralization, leverage, and stressed expected loss
Jondeau, Eric; Khalilzadeh, Amir - In: Journal of financial stability 33 (2017), pp. 226-243
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The intensive margin puzzle and labor market adjustment costs
Wesselbaum, Dennis - 2011
This paper documents a puzzling fact, namely that there is a significant negative relation between employment protection legislation and the usage of the intensive margin of labor market adjustments. We then make use of a Real Business Cycle model and introduce search and matching frictions as...
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Recent developments in quantitative models of sovereign default
Stähler, Nikolai - 2011
The current crisis and discussions, in the euro area in particular, show that sovereign debt crises/defaults are no longer restricted to developing economies. After crises in many Latin American countries, the literature on quantitative dynamic macro-models of sovereign default has been...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010306001
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Real Business Cycles with Capital Maintenance
Albonico, Alice; Kalyvitis, Sarantis; Pappa, Evi - 2011
We develop a stochastic general equilibrium model in which maintenance endogenously affects the capital depreciation rate. The model performs well in generating maintenance series that match closely existing survey-based measures for Canada. Maintenance is procyclical and comoves almost always...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010335248
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Real Business Cycles with a Human Capital Investment Sector and Endogenous Growth: Persistence, Volatility and Labor Puzzles
Dang, Jing; Gillman, Max; Kejak, Michal - 2011
An identical two-sector productivity shock causes Rybczynski (1955) and Stolper and Samuelson (1941) effects that release leisure time and initially raise the relative price of human capital investment so as to favor it over goods production. Modified by having the household sector produce human...
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Can a pure real business cycle model explain the real exchange rate: The case of Ukraine
Onishchenko, Kateryna - 2011
Real exchange rate (RER) is an important instrument for restoring sustainable economic growth in the small open economy with large export share. RER of Ukrainian currency can be explained within the real business cycle (RBC) framework without any forms of nominal rigidities. Fitting Ukrainian...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010288771
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Real business cycles with a human capital investment sector and endogenous growth: Persistence, volatility and labor puzzles
Dang, Jing; Gillman, Max; Kejak, Michal - 2011
A positive joint two-sector productivity shock causes Rybczynski (1955) and Stolper and Samuelson (1941) effects that release leisure time and initially raises the relative price of human capital investment so as to favor it over goods production. This enables a basic RBC model, modified by...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010288869
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