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Statistical estimation and moment evaluation of a stochastic growth model with asset market restrictions

Lettau, Martin; Gong, Gang; Semmler, Willi - In: Journal of economic behavior & organization : JEBO 44 (2001) 1, pp. 85-103

Persistent link: https://www.econbiz.de/10001531911

Macroeconomic confusion : a Marshallian perspective

Schlicht, Ekkehart - 2006

This note critically evaluates the New Classical Macroeconomics from a Marshallian perspective. Revisiting the famous Keynes-Tinbergen controversy, it is argued that Keynes' criticism comprises the "Lucas critique", and that it is misleading to label this a critique of Keynesian economics. The...

Persistent link: https://www.econbiz.de/10010439367

Identifying shocks to business cycles with asynchronous propagation

Trenkler, Carsten; Weber, Enzo - In: Empirical economics : a journal of the Institute for … 58 (2020) 4, pp. 1815-1836

Persistent link: https://www.econbiz.de/10012219716

Statistical estimation and moment evaluation of a stochastic growth model with asset market

Lettau, Martin - 1997

Persistent link: https://www.econbiz.de/10013385304

Method-of-moments measurement of UK business cycles

Smith, Gregor W. - In: Oxford economic papers 48 (1996) 4, pp. 568-583

Persistent link: https://www.econbiz.de/10001209767

Permanent and transitory shocks, and the UK business cycle

Ravn, Morten O. - In: Journal of applied econometrics 12 (1997) 1, pp. 27-48

Persistent link: https://www.econbiz.de/10001215439

Permanent and transitory shocks, and the UK business cycle

Ravn, Morten O. - 1996

Persistent link: https://www.econbiz.de/10000591167

Estimating a DSGE model for Japan in a data-rich environment

Iiboshi, Hirokuni; Matsumae, Tatsuyoshi; Namba, Ryoichi; … - In: Journal of the Japanese and international economies : … 36 (2015), pp. 25-55

Persistent link: https://www.econbiz.de/10011380592

Measuring financial cycles in a model-based analysis : empirical evidence for the United States and the euro area

Galati, Gabriele; Hindrayanto, Irma; Koopman, Siem Jan; … - 2016

We adopt an unobserved components time series model to extract financial cycles for the United States and the five largest euro area countries over the period 1970 to 2014. We find that credit, the credit-to-GDP ratio and house prices have medium-term cycles which share a few common statistical...

Persistent link: https://www.econbiz.de/10011456728

RGAP: output gap estimation in R

Streicher, Sina - 2022

Commission proposes a production function methodology that involves the estimation of two classes of Gaussian state space models … unobserved component models and offers frequentist as well as Bayesian estimation techniques. Additional functionalities include … preparation, model specification, and estimation processes using RGAP. …

Persistent link: https://www.econbiz.de/10013256541