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How the basic RBC model fails to explain US time series

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Author Info
Chow, Gregory C.
Kwan, Yum K.
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File URL: http://www.sciencedirect.com/science/article/B6VBW-3SX82ND-J/2/8147470687a735d46d7b2e0e614c935b
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Publisher Info
Article provided by Elsevier in its journal Journal of Monetary Economics.

Volume (Year): 41 (1998)
Issue (Month): 2 (April)
Pages: 301-318
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Handle: RePEc:eee:moneco:v:41:y:1998:i:2:p:301-318

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Web page: http://www.elsevier.com/locate/inca/505566

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  1. Peter N. Ireland, 1999. "A method for taking models to the data," Working Paper 9903, Federal Reserve Bank of Cleveland. [Downloadable!]
    Other versions:
  2. Kevin Moran & Veronika Dolar, 2002. "Estimated DGE Models and Forecasting Accuracy: A Preliminary Investigation with Canadian Data," Working Papers 02-18, Bank of Canada. [Downloadable!]
  3. Alok Johri and Marc-André Letendre, 2006. "What do “residuals” from first-order conditions reveal about DGE models?," Department of Economics Working Papers 2006-01, McMaster University. [Downloadable!]
    Other versions:
  4. Gregory C. Chow, 2003. "Econometrics and Economic Policy," Econometrics 0306004, EconWPA. [Downloadable!]
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