Statistical Estimation and Testing of a Real Business Cycle Model
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Bibliographic InfoPaper provided by Princeton, Department of Economics - Econometric Research Program in its series Papers with number 365.
Length: 18 pages
Date of creation: 1993
Date of revision:
economic models ; econometrics ; tests ; business cycles;
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- Ray C. Fair, 1992.
"The Cowles Commission Approach, Real Business Cycle Theories, and New Keynesian Economics,"
NBER Working Papers
3990, National Bureau of Economic Research, Inc.
- Ray C. Fair & Arnold Zellner (ary), 1992. "The Cowles Commission approach, real business cycles theories, and New- Keynesian economics," Proceedings, Federal Reserve Bank of St. Louis, pages 133-157.
- Ray C. Fair, 1992. "The Cowles Commission Approach, Real Business Cycle Theories, and New Keynesian Economics," Cowles Foundation Discussion Papers 1004, Cowles Foundation for Research in Economics, Yale University.
- Lettau, Martin & Gong, Gang & Semmler, Willi, 2001. "Statistical estimation and moment evaluation of a stochastic growth model with asset market restrictions," Journal of Economic Behavior & Organization, Elsevier, vol. 44(1), pages 85-103, January.
- 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.
- Robert G. King, 1995. "Quantitative theory and econometrics," Economic Quarterly, Federal Reserve Bank of Richmond, issue Sum, pages 53-105.
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