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Why Does Household Investment Lead Business Investment over the Business Cycle?

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Author Info
Jonas D. M. Fisher

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Abstract

Household investment leads nonresidential business fixed investment over the U.S. business cycle. Because real business cycle theory has not been able to account for this observation, it represents a potent challenge to the view that transitory productivity disturbances are the main source of aggregate fluctuations. This paper reconciles RBC theory with the investment dynamics by extending the traditional home production model to make household capital complementary to business capital and labor in market production. Empirical evidence suggesting that household capital is a complementary input in market production is also presented.

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Article provided by University of Chicago Press in its journal Journal of Political Economy.

Volume (Year): 115 (2007)
Issue (Month): ()
Pages: 141-168
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Handle: RePEc:ucp:jpolec:v:115:y:2007:p:141-168

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  1. Matteo Iacoviello & Marina Pavan, 2007. "An Equilibrium Model of Lumpy Housing Investment," Rivista di Politica Economica, SIPI Spa, vol. 97(2), pages 15-44, March-Apr. [Downloadable!]
  2. Edward E. Leamer, 2007. "Housing IS the Business Cycle," NBER Working Papers 13428, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  3. Richard Rogerson & Lodewijk P. Visschers & Randall Wright, 2008. "Labor Market Fluctuations in the Small and in the Large," NBER Working Papers 13872, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  4. Rajeev Dhawan & Karsten Jeske, 2006. "Energy price shocks and the macroeconomy: the role of consumer durables," Working Paper 2006-09, Federal Reserve Bank of Atlanta. [Downloadable!]
    Other versions:
  5. Davis, Morris A. / Ortalo-Magné, François, 2007. "Household Expenditures, Wages, Rents," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
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