Showing 1 - 10 of 48
Persistent link: https://www.econbiz.de/10001783908
Persistent link: https://www.econbiz.de/10002056106
The empirical support for a real business cycle model with two technology shocks is evaluated using a Bayesian model averaging procedure. This procedure makes use of a finite mixture of many models within the class of vector autoregressive (VAR) processes. The linear VAR model is extended to...
Persistent link: https://www.econbiz.de/10013143031
The empirical support for a DSGE type of real business cycle model with two technology shocks is evaluated using a Bayesian model averaging procedure that makes use of a finite mixture of many models within the class of vector autoregressive (VAR) processes. The linear VAR model is extended to...
Persistent link: https://www.econbiz.de/10013110953
Persistent link: https://www.econbiz.de/10003974036
Persistent link: https://www.econbiz.de/10009561224
Persistent link: https://www.econbiz.de/10003289165
Persistent link: https://www.econbiz.de/10003290434
Persistent link: https://www.econbiz.de/10003774524