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Business Cycle Theory and Econometrics

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  • Allan W. Gregory

    ()
    (Queen's University)

  • Gregor W. Smith

    ()
    (Queen's University)

Abstract

We outline in turn criticisms made by econometricians of the methods used in empirical business-cycle research and then criticisms made by business-cycle researchers of some methods used by econometricians. The aim is to clarify and in some cases correct these criticisms. Overall there is no conflict in using rigourous statistical procedures to study modern dynamic stochastic general equilibrium models. We also provide a concise bibliography of recent research on statistical methods for business-cycle models.

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File URL: http://qed.econ.queensu.ca/working_papers/papers/qed_wp_1254.pdf
File Function: First version 1995
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Bibliographic Info

Paper provided by Queen's University, Department of Economics in its series Working Papers with number 1254.

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Length: 17 pages
Date of creation: Jun 1995
Date of revision:
Publication status: forthcoming in the Economic Journal
Handle: RePEc:qed:wpaper:1254

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Keywords: business cycles; time-series econometrics;

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Cited by:
  1. Paul Conway & David Frame, 2000. "A spectral analysis of New Zealand output gaps using Fourier and wavelet techniques," Reserve Bank of New Zealand Discussion Paper Series DP2000/06, Reserve Bank of New Zealand.
  2. Centoni, Marco & Cubadda, Gianluca & Hecq, Alain, 2006. "Measuring the Sources of Cyclical Fluctuations in the G7 Economies," Economics & Statistics Discussion Papers esdp06028, University of Molise, Dept. EGSeI.
  3. Centoni, Marco & Cubadda, Gianluca & Hecq, Alain, 2003. "Common Shocks, Common Dynamics, and the International Business Cycle," Economics & Statistics Discussion Papers esdp03007, University of Molise, Dept. EGSeI.
  4. Yang-Woo Kim, 1996. "Are prices countercyclical? Evidence from East Asian countries," Review, Federal Reserve Bank of St. Louis, issue Sep, pages 69-82.
  5. Dalibor Roháč, 2012. "On economists and garbagemen: Reflections on Šťastný (2010)," The Review of Austrian Economics, Springer, vol. 25(2), pages 173-183, June.
  6. Sussmuth, Bernd, 2003. "Modeling the synchronization of sectoral investment cycles on the base of informational externalities," Structural Change and Economic Dynamics, Elsevier, vol. 14(1), pages 35-54, March.
  7. Renee Fry, 2004. "International demand and liquidity shocks in a SVAR model of the Australian economy," Applied Economics, Taylor & Francis Journals, vol. 36(8), pages 849-863.

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