Inventory Shocks and the Great Moderation
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References listed on IDEAS
- West, Kenneth D, 1986.
"A Variance Bounds Test of the Linear Quadratic Inventory Model,"
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Chatterjee, Arpita & Morley, James & Singh, Aarti, 2017. "Likelihood-Based Estimates of Household Consumption Insurance," Working Papers 2017-04, University of Sydney, School of Economics, revised Apr 2018.
- Kenneth D. West, 2017. "Hansen and Sargent's Recursive Models of Dynamic Linear Economies: A Review Essay," Journal of Economic Literature, American Economic Association, vol. 55(1), pages 173-181, March.
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- Yunjong Eo & James Morley, 2015.
"Likelihood‐ratio‐based confidence sets for the timing of structural breaks,"
Econometric Society, vol. 6(2), pages 463-497, July.
- Eo, Yunjong & Morley, James, 2011. "Likelihood-Ratio-Based Confidence Sets for the Timing of Structural Breaks," Working Papers 2011-07, University of Sydney, School of Economics, revised Feb 2014.
- Arpita Chatterjee & James Morley & Aarti Singh, 2017. "Full Information Estimation of Household Income Risk and Consumption Insurance," Discussion Papers 2017-07, School of Economics, The University of New South Wales.
More about this item
KeywordsGreat Moderation; inventories; production smoothing; unobserved components model;
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- E22 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Investment; Capital; Intangible Capital; Capacity
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
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