Breaks in DSGE models
We explore this issue by estimating our RBC model on US and UK data.
|Date of creation:||2008|
|Contact details of provider:|| Postal: Society for Economic Dynamics Marina Azzimonti Department of Economics Stonybrook University 10 Nicolls Road Stonybrook NY 11790 USA|
Web page: http://www.EconomicDynamics.org/society.htm
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- René Garcia & Pierre Perron, 1995. "An Analysis of the Real Interest Rate Under Regime Shifts," CIRANO Working Papers 95s-05, CIRANO.
- Garcia, R. & Perron, P., 1994. "An Analysis of the Real Interest rate Under Regime Shifts," Cahiers de recherche 9428, Universite de Montreal, Departement de sciences economiques.
- Michael Dueker & Andreas Fischer & Robert D. Dittmar, 2002.
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- Fischer, Andreas & Michael J Dueker & Robert D Dittmar, 2003. "Stochastic Capital Depreciation and the Comovement of Hours and Productivity," Royal Economic Society Annual Conference 2003 80, Royal Economic Society.
- Dittmar, Robert & Dueker, Michael & Fischer, Andreas M, 2002. "Stochastic Capital Depreciation and the Comovement of Hours and Productivity," CEPR Discussion Papers 3192, C.E.P.R. Discussion Papers.
- Michael R. Pakko, 2001.
"What happens when the technology growth trend changes?: transition dynamics, capital growth and the "new economy","
2001-020, Federal Reserve Bank of St. Louis.
- Michael R. Pakko, 2002. "What Happens When the Technology Growth Trend Changes?: Transition Dynamics, Capital Growth and the 'New Economy'," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 5(2), pages 376-407, April.
- Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez, 2007.
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13166, National Bureau of Economic Research, Inc.
- Bullard, James B. & Singh, Aarti, 2009.
"Learning and the Great Moderation,"
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7401, C.E.P.R. Discussion Papers.
- Aarti Singh & James Bullard, 2007. "Learning and the Great Moderation," 2007 Meeting Papers 523, Society for Economic Dynamics.
- Bullard, James & Singh, Aarti, 2009. "Learning and the Great Moderation," Working Papers 2009-01, University of Sydney, School of Economics.
- James B. Bullard & Aarti Singh, 2009. "Learning and the Great Moderation," Working Papers 2007-027, Federal Reserve Bank of St. Louis.
- Yuriy Gorodnichenko & Serena Ng, 2009.
"Estimation of DSGE Models When the Data are Persistent,"
NBER Working Papers
15187, National Bureau of Economic Research, Inc.
- Gorodnichenko, Yuriy & Ng, Serena, 2010. "Estimation of DSGE models when the data are persistent," Journal of Monetary Economics, Elsevier, vol. 57(3), pages 325-340, April.
- Francis Vitek, 2005. "An Unobserved Components Model of the Monetary Transmission Mechanism in a Closed Economy," Macroeconomics 0512018, EconWPA, revised 04 Feb 2006.
- Cogley, Timothy, 2001. "Estimating and testing rational expectations models when the trend specification is uncertain," Journal of Economic Dynamics and Control, Elsevier, vol. 25(10), pages 1485-1525, October.
- Alvarez-Lois, Pedro & Harrison, Richard & Piscitelli, Laura & Scott, Alasdair, 2008. "On the application and use of DSGE models," Journal of Economic Dynamics and Control, Elsevier, vol. 32(8), pages 2428-2452, August.
- George Kapetanios & Elias Tzavalis, 2004. "The Impact of Large Structural Shocks on Economic Relationships: Evidence from Oil Price Shocks," Working Papers 524, Queen Mary University of London, School of Economics and Finance.
- Francis Vitek, 2005. "An Unobserved Components Model of the Monetary Transmission Mechanism in a Small Open Economy," Macroeconomics 0512019, EconWPA, revised 04 Feb 2006.
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