Testing for the Lucas Critique: A Quantitative Investigation
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- Jesper Linde, 2001. "Testing for the Lucas Critique: A Quantitative Investigation," American Economic Review, American Economic Association, vol. 91(4), pages 986-1005, September.
- Lindé, Jesper, 1999. "Testing for the Lucas Critique: A Quantitative Investigation," SSE/EFI Working Paper Series in Economics and Finance 311, Stockholm School of Economics, revised 25 May 2000.
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- Lindé, Jesper, 2000. "Monetary Policy Analysis in Backward-Looking Models," Working Paper Series 114, Sveriges Riksbank (Central Bank of Sweden).
- Jesper Linde, 2000. "Monetary Policy Analysis in Backward-Looking Models," Econometric Society World Congress 2000 Contributed Papers 1028, Econometric Society.
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More about this item
Keywords
Lucas critique; Real business cycle model; Super exogeneity test; Taylor rules; Money demand; Consumption function;
All these keywords.JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- E41 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Demand for Money
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