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Business cycle accounting with model consistent expectations

Author

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  • Bäurle, Gregor
  • Burren, Daniel

Abstract

We discuss how to consistently model wedges in Business Cycle Accounting as introduced by Chari et al. (2007), characterize the class of models which are equivalent to the benchmark RBC model and discuss means to enlarge this class of models.

Suggested Citation

  • Bäurle, Gregor & Burren, Daniel, 2011. "Business cycle accounting with model consistent expectations," Economics Letters, Elsevier, vol. 110(1), pages 18-19, January.
  • Handle: RePEc:eee:ecolet:v:110:y:2011:i:1:p:18-19
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    References listed on IDEAS

    as
    1. V. V. Chari & Patrick J. Kehoe & Ellen R. McGrattan, 2007. "Business Cycle Accounting," Econometrica, Econometric Society, pages 781-836.
    2. NUTAHARA Kengo & INABA Masaru, 2008. "On Equivalence Results in Business Cycle Accounting," Discussion papers 08015, Research Institute of Economy, Trade and Industry (RIETI).
    3. Blanchard, Olivier Jean & Kahn, Charles M, 1980. "The Solution of Linear Difference Models under Rational Expectations," Econometrica, Econometric Society, vol. 48(5), pages 1305-1311, July.
    4. Lawrence J. Christiano & Joshua M. Davis, 2006. "Two Flaws In Business Cycle Accounting," NBER Working Papers 12647, National Bureau of Economic Research, Inc.
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    Cited by:

    1. István Kónya, 2011. "Convergence and Distortions: the Czech Republic, Hungary and Poland between 1996–2009," MNB Working Papers 2011/6, Magyar Nemzeti Bank (Central Bank of Hungary).
    2. Kónya, István, 2011. "Növekedés és felzárkózás Magyarországon, 1995-2009
      [Growth and convergence in Hungary, 1995-2009]
      ," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(5), pages 393-411.

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