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Citations for "Measures of fit for calibrated models"

by Mark W. Watson

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  1. Julio J. Rotemberg & Michael Woodford, 1994. "Is the Business Cycles a Necessary Consequence of Stochastic Growth?," NBER Working Papers 4650, National Bureau of Economic Research, Inc.
  2. Engsted, Tom, 2002. " Measures of Fit for Rational Expectations Models," Journal of Economic Surveys, Wiley Blackwell, Wiley Blackwell, vol. 16(3), pages 301-55, July.
  3. Lawrence J. Christiano & Sharon G. Harrison, 1996. "Chaos, Sunspots, and Automatic Stabilizers," NBER Working Papers 5703, National Bureau of Economic Research, Inc.
  4. Perli, Roberto, 1998. "Increasing returns, home production and persistence of business cycles," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 22(4), pages 519-543, April.
  5. Lawrence J. Christiano & Robert J. Vigfusson, 1999. "Maximum Likelihood in the Frequency Domain: A Time to Build Example," NBER Working Papers 7027, National Bureau of Economic Research, Inc.
  6. Argia M. Sbordone, 2001. "Prices and Unit Labor Costs: A New Test of Price Stickiness," Departmental Working Papers, Rutgers University, Department of Economics 199822, Rutgers University, Department of Economics.
  7. Matheron,J. & Maury, P-M., 2004. "Evaluating the Fit of Sticky Price Models," Working papers, Banque de France 104, Banque de France.
  8. James L. Heckman, 1999. "Causal Parameters and Policy Analysis in Economcs: A Twentieth Century Retrospective," NBER Working Papers 7333, National Bureau of Economic Research, Inc.
  9. RUGE-MURCIA, Francisco J., 2003. "Methods to Estimate Dynamic Stochastic General Equilibrium Models," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ 17-2003, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  10. Eric M. Leeper & Christopher A. Sims, 1994. "Toward a Modern Macroeconomic Model Usable for Policy Analysis," NBER Chapters, in: NBER Macroeconomics Annual 1994, Volume 9, pages 81-140 National Bureau of Economic Research, Inc.
  11. Conley, Timothy G. & Topa, Giorgio, 2007. "Estimating dynamic local interactions models," Journal of Econometrics, Elsevier, Elsevier, vol. 140(1), pages 282-303, September.
  12. Lawrence J. Christiano & Richard M. Todd, 2000. "The Conventional Treatment of Seasonality in Business Cycle Analysis: Does it Create Distortions?," NBER Technical Working Papers 0266, National Bureau of Economic Research, Inc.
  13. Sussmuth, Bernd, 2003. "Modeling the synchronization of sectoral investment cycles on the base of informational externalities," Structural Change and Economic Dynamics, Elsevier, Elsevier, vol. 14(1), pages 35-54, March.
  14. Sergio Rebelo, 2005. "Real Business Cycle Models: Past, Present and Future," Scandinavian Journal of Economics, Wiley Blackwell, Wiley Blackwell, vol. 107(2), pages 217-238, 06.
  15. Woon Gyu Choi, 2007. "Measuring Interest Rates as Determined by Thrift and Productivity," Annals of Economics and Finance, Society for AEF, vol. 8(1), pages 167-195, May.
  16. Otrok, Christopher, 2001. "On measuring the welfare cost of business cycles," Journal of Monetary Economics, Elsevier, Elsevier, vol. 47(1), pages 61-92, February.
  17. Francis X. Diebold & Lee E. Ohanian & Jeremy Berkowitz, 1998. "Dynamic equilibrium economies: a framework for comparing models and data," Staff Report, Federal Reserve Bank of Minneapolis 243, Federal Reserve Bank of Minneapolis.
  18. Whalley, John & Xin, Xian, 2009. "Home and regional biases and border effects in Armington type models," Economic Modelling, Elsevier, Elsevier, vol. 26(2), pages 309-319, March.
  19. Jes�s Fern�ndez-Villaverde & Juan F. Rubio-Ram�rez, 2007. "Estimating Macroeconomic Models: A Likelihood Approach," Review of Economic Studies, Oxford University Press, vol. 74(4), pages 1059-1087.
  20. Jim Malley & Ulrich Woitek, 2009. "Technology Shocks and Aggregate Fluctuations in an Estimated Hybrid RBC Model," CESifo Working Paper Series 2626, CESifo Group Munich.
  21. Michael Reiter & Ulrich Woitek, 1999. "Are There Classical Business Cycles?," Working Papers, Business School - Economics, University of Glasgow 1999_05, Business School - Economics, University of Glasgow.
  22. Norman Swanson & Oleg Korenok, 2006. "The Incremental Predictive Information Associated with Using Theoretical New Keynesian DSGE Models Versus Simple Linear Alternatives," Departmental Working Papers, Rutgers University, Department of Economics 200615, Rutgers University, Department of Economics.
  23. Hertel, Thomas W. & Reimer, Jeffrey J. & Valenzuela, Ernesto, 2005. "Incorporating commodity stockholding into a general equilibrium model of the global economy," Economic Modelling, Elsevier, Elsevier, vol. 22(4), pages 646-664, July.
  24. Restrepo Ochoa, Sergio I. & Vázquez Pérez, Jesús, 2002. "Cyclical Features of Uzawa-Lucas Endogenous Growth Model," DFAEII Working Papers 2002-30, University of the Basque Country - Department of Foundations of Economic Analysis II.
  25. Li, NaiChia & Roe, Terry L., 2006. "Validating Dynamic General Equilibrium Model Forecasts," 2006 Annual meeting, July 23-26, Long Beach, CA, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) 21325, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  26. Duo Qin, 2010. "Econometric Studies of Business Cycles in the History of Econometrics," Working Papers, Queen Mary, University of London, School of Economics and Finance 669, Queen Mary, University of London, School of Economics and Finance.
  27. Martin Ellison & Andrew Scott, 2001. "Sticky prices and volatile output," Bank of England working papers 127, Bank of England.
  28. Christopher A. Sims & Tao A. Zha, 1998. "Does monetary policy generate recessions?," Working Paper, Federal Reserve Bank of Atlanta 98-12, Federal Reserve Bank of Atlanta.
  29. Neville Francis & Michael T. Owyang & Jennifer E. Roush & Riccardo DiCecio, 2010. "A flexible finite-horizon alternative to long-run restrictions with an application to technology shock," Working Papers, Federal Reserve Bank of St. Louis 2005-024, Federal Reserve Bank of St. Louis.
  30. Bennett McCallum, 1999. "Recent developments in monetary policy analysis: the roles of theory and evidence," Journal of Economic Methodology, Taylor & Francis Journals, Taylor & Francis Journals, vol. 6(2), pages 171-198.
  31. Matheron, Julien, 2003. "Is growth useful in RBC models?," Economic Modelling, Elsevier, Elsevier, vol. 20(3), pages 605-622, May.
  32. Christopher A. Sims, 1996. "Macroeconomics and Methodology," Journal of Economic Perspectives, American Economic Association, vol. 10(1), pages 105-120, Winter.
  33. Semmler, Will & Gong, Gang, 1996. "Estimating parameters of real business cycle models," Journal of Economic Behavior & Organization, Elsevier, Elsevier, vol. 30(3), pages 301-325, September.
  34. Tommaso Proietti, 2007. "Band Spectral Estimation for Signal Extraction," CEIS Research Paper 104, Tor Vergata University, CEIS.
  35. Arnab Bhattacharjee & Jagjit Chadha & Qi Sun, 2010. "Productivity, Preferences and UIP Deviations in an Open Economy Business Cycle Model," Open Economies Review, Springer, Springer, vol. 21(3), pages 365-391, July.
  36. Cogley, Timothy & Nason, James M., 1995. "Effects of the Hodrick-Prescott filter on trend and difference stationary time series Implications for business cycle research," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 19(1-2), pages 253-278.
  37. Luca Sala, 2013. "DSGE models in the frequency domain," Working Papers 504, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  38. Burnside, Craig & Eichenbaum, Martin, 1996. "Factor-Hoarding and the Propagation of Business-Cycle Shocks," American Economic Review, American Economic Association, American Economic Association, vol. 86(5), pages 1154-74, December.
  39. H. D. Vinod & B. D. McCullough, 1999. "The Numerical Reliability of Econometric Software," Journal of Economic Literature, American Economic Association, vol. 37(2), pages 633-665, June.
  40. Stephen Millard & Andrew Scott & Marianne Sensier, 1999. "Business cycles and the labour market can theory fit the facts?," Bank of England working papers 93, Bank of England.
  41. Valentina Corradi & Norman Swanson, 2013. "A Survey of Recent Advances in Forecast Accuracy Comparison Testing, with an Extension to Stochastic Dominance," Departmental Working Papers, Rutgers University, Department of Economics 201309, Rutgers University, Department of Economics.
  42. Cogley, Timothy, 2001. "Estimating and testing rational expectations models when the trend specification is uncertain," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 25(10), pages 1485-1525, October.
  43. Wen, Yi, 1998. "Can a real business cycle model pass the Watson test?," Journal of Monetary Economics, Elsevier, Elsevier, vol. 42(1), pages 185-203, June.
  44. James M. Nason & Takashi Kano, 2004. "Business Cycle Implications of Habit Formation," Econometric Society 2004 Far Eastern Meetings, Econometric Society 619, Econometric Society.
  45. Peng-fei Wang & Yi Wen, 2005. "Another look at sticky prices and output persistence," Working Papers, Federal Reserve Bank of St. Louis 2005-051, Federal Reserve Bank of St. Louis.
  46. S. G. B Henry & A. R. Pagan, 2004. "The Econometrics of the New Keynesian Policy Model: Introduction," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 66(s1), pages 581-607, 09.
  47. Matheron, Julien & Poilly, Céline, 2009. "How well does a small structural model with sticky prices and wages fit postwar U.S. data?," Economic Modelling, Elsevier, Elsevier, vol. 26(1), pages 266-284, January.
  48. 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, Elsevier, vol. 44(1), pages 85-103, January.
  49. Fariña Gómez, Beatriz & Rojo García, José Luis, 2006. "Características de las Distribuciones Mensuales del "Ciclo de Ambiente" de la Economia Española," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 24, pages 397-425, Abril.
  50. Hofer, Helmut & Url, Thomas, 2005. "Growth Effects of Age-related Productivity Differentials in an Ageing Society. A Simulation Study for Austria," Economics Series, Institute for Advanced Studies 179, Institute for Advanced Studies.
  51. William Blankenau & M. Ayhan Kose & Kei-Mu Yi, 1999. "Can world real interest rates explain business cycles in a small open economy?," Staff Reports, Federal Reserve Bank of New York 94, Federal Reserve Bank of New York.
  52. Jordi Galí & Mark Gertler, 1998. "Inflation dynamics: A structural econometric analysis," Economics Working Papers 341, Department of Economics and Business, Universitat Pompeu Fabra.
  53. McAdam, Peter & Mestre, Ricardo, 2008. "Evaluating macro-economic models in the frequency domain: A note," Economic Modelling, Elsevier, Elsevier, vol. 25(6), pages 1137-1143, November.
  54. Ríos-Rull, José-Víctor & Schorfheide, Frank & Fuentes-Albero, Cristina & Kryshko, Maxym & Santaeulàlia-Llopis, Raül, 2012. "Methods versus substance: Measuring the effects of technology shocks," Journal of Monetary Economics, Elsevier, Elsevier, vol. 59(8), pages 826-846.
  55. Martin Fukac & Adrian Pagan, 2009. "Structural macro-wconometric modelling in a policy environment," Reserve Bank of New Zealand Discussion Paper Series DP2009/16, Reserve Bank of New Zealand.
  56. Vadim Marmer & Taisuke Otsu, 2009. "Optimal Comparison of Misspecified Moment Restriction Models under a Chosen Measure of Fit," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University 1724, Cowles Foundation for Research in Economics, Yale University, revised Jul 2011.
  57. Campbell Leith & Jim Malley, 2002. "Estimated General Equilibrium Models for the Evaluation of Monetary Policy in the US and Europe," CESifo Working Paper Series 699, CESifo Group Munich.
  58. Espen Henriksen & Frederic Lambert, 2012. ""Imbalances" For the Long Run," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics 12-22, New York University, Leonard N. Stern School of Business, Department of Economics.
  59. Kim, Young Se, 2009. "Exchange rates and fundamentals under adaptive learning," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 33(4), pages 843-863, April.
  60. An, Sungbae & Schorfheide, Frank, 2005. "Bayesian Analysis of DSGE Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers 5207, C.E.P.R. Discussion Papers.
  61. Nicolas Groshenny, 2009. "Evaluating a monetary business cycle model with unemployment for the euro area," Working Paper Research, National Bank of Belgium 173, National Bank of Belgium.
  62. 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.
  63. Alessia Paccagnini, 2012. "Comparing Hybrid DSGE Models," Working Papers, University of Milano-Bicocca, Department of Economics 228, University of Milano-Bicocca, Department of Economics, revised Dec 2012.
  64. Lawrence J. Christiano & Robert J. Vigfusson, 2001. "Maximum likelihood in the frequency domain: the importance of time-to-plan," Working Paper 0106, Federal Reserve Bank of Cleveland.
  65. Ireland, Peter N., 2004. "A method for taking models to the data," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 28(6), pages 1205-1226, March.
  66. Raffaella Giacomini, 2013. "The relationship between DSGE and VAR models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies CWP21/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  67. Patrick Minford & Konstantinos Theodoridis & David Meenagh, 2009. "Testing a Model of the UK by the Method of Indirect Inference," Open Economies Review, Springer, Springer, vol. 20(2), pages 265-291, April.
  68. John Faust & Charles H. Whiteman, 1997. "General-to-specific procedures for fitting a data-admissible, theory- inspired, congruent, parsimonious, encompassing, weakly-exogenous, identified, structural model to the DGP: a translation and crit," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) 576, Board of Governors of the Federal Reserve System (U.S.).
  69. Burda, Michael C. & Weder, Mark, 1998. "Endogenes Wachstum, gleichgewichtige Arbeitslosigkeit und persistente Konjunkturzyklen," SFB 373 Discussion Papers 1999,9, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  70. Christian Calmès, 2003. "Poignée de main invisible et persistance des cycles économiques : une revue de la littérature," Working Papers, Bank of Canada 03-40, Bank of Canada.
  71. Norman Swanson & Oleg Korenok, 2006. "How Sticky Is Sticky Enough? A Distributional and Impulse Response Analysis of New Keynesian DSGE Models. Extended Working Paper Version," Departmental Working Papers, Rutgers University, Department of Economics 200612, Rutgers University, Department of Economics.
  72. Bazhanov, A., 2011. "The Dependence of the Potential Sustainability of a Resource Economy on the Initial State: a Comparison of Models Using the Example of Russian Oil Extraction," Journal of the New Economic Association, New Economic Association, New Economic Association, issue 12, pages 77-100.
  73. Canova, Fabio, 2002. "Validating Monetary DSGE Models through VARs," CEPR Discussion Papers, C.E.P.R. Discussion Papers 3442, C.E.P.R. Discussion Papers.
  74. Christian Calmès, 2005. "Self-Enforcing Labour Contracts and the Dynamics Puzzle," Working Papers, Bank of Canada 05-1, Bank of Canada.
  75. Giannone, Domenico & Reichlin, Lucrezia & Sala, Luca, 2002. "VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers 3701, C.E.P.R. Discussion Papers.
  76. Jung, Yongseung, 2007. "Can the new open economy macroeconomic model explain exchange rate fluctuations?," Journal of International Economics, Elsevier, Elsevier, vol. 72(2), pages 381-408, July.
  77. Harrison, Richard & Oomen, Özlem, 2010. "Evaluating and estimating a DSGE model for the United Kingdom," Bank of England working papers 380, Bank of England.
  78. Otrok, Christopher & Ravikumar, B. & Whiteman, Charles H., 2007. "A generalized volatility bound for dynamic economies," Journal of Monetary Economics, Elsevier, Elsevier, vol. 54(8), pages 2269-2290, November.
  79. Stelios Bekiros & Alessia Paccagnini, 2013. "On the predictability of time-varying VAR and DSGE models," Empirical Economics, Springer, Springer, vol. 45(1), pages 635-664, August.
  80. Marco Cozzi, 2011. "Equilibrium Heterogeneous-Agent Models as Measurement Tools: some Monte Carlo Evidence," 2011 Meeting Papers 1380, Society for Economic Dynamics.
  81. Hafedh Bouakez & Emanuela Cardia & Francisco J. Ruge-Murcia, 2009. "The Transmission Of Monetary Policy In A Multisector Economy," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 50(4), pages 1243-1266, November.
  82. Gali, J., 1996. "Technology, Employment, and the Business Cycle: Do Technology Shocks Explain Aggregate Fluctuations?," Working Papers, C.V. Starr Center for Applied Economics, New York University 96-28, C.V. Starr Center for Applied Economics, New York University.
  83. Berkowitz, Jeremy, 2001. "Generalized spectral estimation of the consumption-based asset pricing model," Journal of Econometrics, Elsevier, Elsevier, vol. 104(2), pages 269-288, September.
  84. Jess Benhabib & Pengfei Wang, 2012. "Financial Constraints, Endogenous Markups, and Self-fulfilling Equilibria," NBER Working Papers 18074, National Bureau of Economic Research, Inc.
  85. Ambler, Steve & Guay, Alain & Phaneuf, Louis, 2012. "Endogenous business cycle propagation and the persistence problem: The role of labor-market frictions," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 36(1), pages 47-62.
  86. Neville Francis & Michael T. Owyang & Jennifer E. Roush, 2005. "A flexible finite-horizon identification of technology shocks," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) 832, Board of Governors of the Federal Reserve System (U.S.).
  87. Jim Malley & Apostolis Philippopoulos & Ulrich Woitek, 2007. "To React or Not? Fiscal Policy, Volatility and Welfare in the EU-3," Working Papers, Business School - Economics, University of Glasgow 2007_02, Business School - Economics, University of Glasgow.
  88. Elmar Mertens, 2010. "Structural shocks and the comovements between output and interest rates," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2010-21, Board of Governors of the Federal Reserve System (U.S.).
  89. Canova, Fabio, 1993. "Detrending and Business Cycle Facts," CEPR Discussion Papers, C.E.P.R. Discussion Papers 782, C.E.P.R. Discussion Papers.
  90. Galí, Jordi & Gertler, Mark, 1999. "Inflation Dynamics: A Structural Economic Analysis," CEPR Discussion Papers, C.E.P.R. Discussion Papers 2246, C.E.P.R. Discussion Papers.
  91. Engsted, Tom, 2000. "Measuring Noise in the Permanent Income Hypothesis," Finance Working Papers, University of Aarhus, Aarhus School of Business, Department of Business Studies 00-8, University of Aarhus, Aarhus School of Business, Department of Business Studies.
  92. Kevin Moran & Veronika Dolar, 2002. "Estimated DGE Models and Forecasting Accuracy: A Preliminary Investigation with Canadian Data," Working Papers, Bank of Canada 02-18, Bank of Canada.
  93. Beaudry, Paul & Guay, Alain, 1996. "What do interest rates reveal about the functioning of real business cycle models?," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 20(9-10), pages 1661-1682.
  94. Elmar Mertens, 2005. "Puzzling Comovements between Output and Interest Rates? Multiple Shocks are the Answer," Working Papers 05.05, Swiss National Bank, Study Center Gerzensee.
  95. Malley, Jim & Philippopoulos, Apostolis & Woitek, Ulrich, 2009. "To react or not? Technology shocks, fiscal policy and welfare in the EU-3," European Economic Review, Elsevier, Elsevier, vol. 53(6), pages 689-714, August.
  96. Tripier, Fabien, 2006. "Sticky prices, fair wages, and the co-movements of unemployment and labor productivity growth," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 30(12), pages 2749-2774, December.
  97. Tim W. Cogley & Thomas J. Sargent, 2005. "Anticipated Utility and Rational Expectations as Approximations of Bayesian Decision Making," Working Papers, University of California, Davis, Department of Economics 523, University of California, Davis, Department of Economics.
  98. DeJong, David N. & Ingram, Beth F. & Whiteman, Charles H., 2000. "A Bayesian approach to dynamic macroeconomics," Journal of Econometrics, Elsevier, Elsevier, vol. 98(2), pages 203-223, October.
  99. Restrepo-Ochoa, Sergio I. & Vazquez, Jesus, 2004. "Cyclical features of the Uzawa-Lucas endogenous growth model," Economic Modelling, Elsevier, Elsevier, vol. 21(2), pages 285-322, March.
  100. Lee Ohanian, 2007. "Commentary on "Model fit and model selection"," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 361-370.
  101. Sigouin, Christian & Raynauld, Jacques, 1997. "Quel rôle peut-on imputer aux banques à charte canadiennes dans la transmission des chocs monétaires des années quatre-vingt?," L'Actualité Economique, Société Canadienne de Science Economique, Société Canadienne de Science Economique, vol. 73(1), pages 367-393, mars-juin.
  102. David Hargreaves, 1999. "SDS-FPS: a small demand-side version of the Forecasting and Policy System core model," Reserve Bank of New Zealand Discussion Paper Series G99/10, Reserve Bank of New Zealand.
  103. Hall, Alastair R. & Inoue, Atsushi, 2003. "The large sample behaviour of the generalized method of moments estimator in misspecified models," Journal of Econometrics, Elsevier, Elsevier, vol. 114(2), pages 361-394, June.
  104. Carlos Borondo, 1994. "La rigidez nominal de los precios de la Nueva Economía Keynesiana: una panorámica," Investigaciones Economicas, Fundación SEPI, Fundación SEPI, vol. 18(2), pages 245-288, May.
  105. Alfonso Novales, 2000. "The role of simulation methods in Macroeconomics," Spanish Economic Review, Springer, Springer, vol. 2(3), pages 155-181.
  106. Perli, Roberto & Sakellaris, Plutarchos, 1998. "Human capital formation and business cycle persistence," Journal of Monetary Economics, Elsevier, Elsevier, vol. 42(1), pages 67-92, June.
  107. �zer Karagedikli & Troy Matheson & Christie Smith & Shaun P. Vahey, 2010. "RBCs AND DSGEs: THE COMPUTATIONAL APPROACH TO BUSINESS CYCLE THEORY AND EVIDENCE," Journal of Economic Surveys, Wiley Blackwell, Wiley Blackwell, vol. 24(1), pages 113-136, 02.
  108. Wen, Yi, 1998. "Capacity Utilization under Increasing Returns to Scale," Journal of Economic Theory, Elsevier, Elsevier, vol. 81(1), pages 7-36, July.
  109. George J. Hall, 1994. "Overtime, effort and the propagation of business cycle shocks," Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago 94-25, Federal Reserve Bank of Chicago.
  110. Chow, Gregory C. & Kwan, Yum K., 1998. "How the basic RBC model fails to explain US time series," Journal of Monetary Economics, Elsevier, Elsevier, vol. 41(2), pages 301-318, April.
  111. Jesús Fernández-Villaverde & Juan Francisco Rubio-Ramírez, 2004. "Estimating nonlinear dynamic equilibrium economies: a likelihood approach," Working Paper, Federal Reserve Bank of Atlanta 2004-1, Federal Reserve Bank of Atlanta.
  112. Wen, Yi, 1998. "Investment cycles," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 22(7), pages 1139-1165, May.
  113. Arnab Bhattacharjee & Christoph Thoenissen, 2007. "Money and Monetary Policy in DSGE Models," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group 78, Money Macro and Finance Research Group.
  114. Robert G. King, 1995. "Quantitative theory and econometrics," Economic Quarterly, Federal Reserve Bank of Richmond, Federal Reserve Bank of Richmond, issue Sum, pages 53-105.
  115. Fabio Canova & Eva Ortega, 1996. "Testing calibrated general equilibrium models," Economics Working Papers 166, Department of Economics and Business, Universitat Pompeu Fabra.
  116. Matheron, Julien & Maury, Tristan-Pierre & Tripier, Fabien, 2004. "Sources of growth and the spectral properties of the labor market search model," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 28(9), pages 1903-1923, July.
  117. Cogley, Timothy, 2001. "Alternative definitions of the business cycle and their implications for business cycle models: A reply to Torben Mark Pederson," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 25(8), pages 1103-1107, August.
  118. Pakko, Michael R, 2000. "The Cyclical Relationship between Output and Prices: An Analysis in the Frequency Domain," Journal of Money, Credit and Banking, Blackwell Publishing, Blackwell Publishing, vol. 32(3), pages 382-99, August.
  119. Paccagnini, Alessia, 2010. "DSGE Model Validation in a Bayesian Framework: an Assessment," MPRA Paper 24509, University Library of Munich, Germany.
  120. Gregory C. Chow, 2003. "How the Basic RBC Model Fails to Explain US Time Series," Macroeconomics, EconWPA 0306010, EconWPA.
  121. Wen, Yi, 2002. "The business cycle effects of Christmas," Journal of Monetary Economics, Elsevier, Elsevier, vol. 49(6), pages 1289-1314, September.
  122. Bierens, Herman J. & Swanson, Norman R., 2000. "The econometric consequences of the ceteris paribus condition in economic theory," Journal of Econometrics, Elsevier, Elsevier, vol. 95(2), pages 223-253, April.
  123. Tom Engsted, 2009. "Statistical vs. Economic Significance in Economics and Econometrics: Further comments on McCloskey & Ziliak," CREATES Research Papers 2009-17, School of Economics and Management, University of Aarhus.
  124. Arnab Bhattacharjee & Christoph Thoenissen, 2005. "Money and Monetary Policy in Stochastic General Equilibrium Models," CDMA Working Paper Series, Centre for Dynamic Macroeconomic Analysis 200511, Centre for Dynamic Macroeconomic Analysis, revised 15 Feb 2007.
  125. Dridi, Ramdan & Guay, Alain & Renault, Eric, 2007. "Indirect inference and calibration of dynamic stochastic general equilibrium models," Journal of Econometrics, Elsevier, Elsevier, vol. 136(2), pages 397-430, February.