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How the basic RBC model fails to explain US time series

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  • 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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    Bibliographic 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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    References

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    Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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    1. Kydland, Finn E & Prescott, Edward C, 1982. "Time to Build and Aggregate Fluctuations," Econometrica, Econometric Society, vol. 50(6), pages 1345-70, November.
    2. Mark W. Watson, 1991. "Measures of Fit for Calibrated Models," NBER Technical Working Papers 0102, National Bureau of Economic Research, Inc.
    3. Chow, Gregory C., 1993. "Optimal control without solving the Bellman equation," Journal of Economic Dynamics and Control, Elsevier, vol. 17(4), pages 621-630, July.
    4. Kwan, Yum K. & Chow, Gregory C., 1997. "Chow's method of optimal control: A numerical solution," Journal of Economic Dynamics and Control, Elsevier, vol. 21(4-5), pages 739-752, May.
    5. Plosser, C.I., 1989. "Understanding Real Business Cycles," Papers 89-03, Rochester, Business - General.
    6. Kwan, Yum K. & Chow, Gregory C., 1996. "Estimating Economic Effects of Political Movements in China," Journal of Comparative Economics, Elsevier, vol. 23(2), pages 192-208, October.
    7. King, Robert G. & Plosser, Charles I. & Rebelo, Sergio T., 1988. "Production, growth and business cycles : II. New directions," Journal of Monetary Economics, Elsevier, vol. 21(2-3), pages 309-341.
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    Cited by:
    1. Ireland, Peter N., 2004. "A method for taking models to the data," Journal of Economic Dynamics and Control, Elsevier, vol. 28(6), pages 1205-1226, March.
    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.
    3. Johri, Alok & Letendre, Marc-Andre, 2007. "What do `residuals' from first-order conditions reveal about DGE models?," Journal of Economic Dynamics and Control, Elsevier, vol. 31(8), pages 2744-2773, August.
    4. Letendre, Marc-Andre, 2004. "Semi-parametric predictions of the intertemporal approach to the current account," Journal of International Economics, Elsevier, vol. 64(2), pages 363-386, December.
    5. Gregory C. Chow, 2003. "Econometrics and Economic Policy," Econometrics 0306004, EconWPA.
    6. Peter Woehrmann & Willi Semmler & Martin Lettau, . "Nonparametric Estimation of the Time-varying Sharpe Ratio in Dynamic Asset Pricing Models," IEW - Working Papers 225, Institute for Empirical Research in Economics - University of Zurich.

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