Low frequency filtering and real business cycles

Journal of Economic Dynamics and Control - Tập 17 - Trang 207-231 - 1993
Robert G. King1, Sergio T. Rebelo1
1Rochester Center for Economic Research, Rochester, NY 14627, USA

Tài liệu tham khảo

Baxter, 1991, Business cycles and the exchange rate regime: Some evidence from the United States, Journal of International Money and Finance, 10, 71, 10.1016/0261-5606(91)90027-H Baxter, 1989, Business cycles and the exchange rate regime: Some international evidence, Journal of Monetary Economics, 23, 377, 10.1016/0304-3932(89)90039-1 W., 1984, Signal extráction for non-stationary time series, Annals of Statistics, 12, 646 Brown, 1962 Burns, 1941 Christiano, 1988, Why does inventory investment fluctuate so much?, Journal of Monetary Economics, 21, 247, 10.1016/0304-3932(88)90032-3 Friedman, 1957 Hansen, 1985, Indivisible labor and the business cycle, Journal of Monetary Economics, 16, 309, 10.1016/0304-3932(85)90039-X Hansen, 1988 Harvey, 1981 Hodrick, 1980 King, 1989 King, 1988, Production, growth, and business cycles: I. The basic neoclassical model, Journal of Monetary Economics, 21, 195, 10.1016/0304-3932(88)90030-X King, 1988, Production, growth, and business cycles: II. New directions, Journal of Monetary Economics, 21, 309, 10.1016/0304-3932(88)90034-7 King, 1987 King, 1986 King, 1989, Low frequency filtering and real business cycles Koopmans, 1974 Kydland, 1982, Time to build and aggregate fluctuations, Econometrica, 50, 1345, 10.2307/1913386 Lucas, 1980, Two illustrations of the quantity theory of money, American Economic Review, 70, 1005 McCallum, 1989, Real business cycles Mitchell, 1927 Mitchell, 1951 Nelson, 1982, Trends and random walks in macroeconomic time series, Journal of Monetary Economics, 10, 139, 10.1016/0304-3932(82)90012-5 Nerlove, 1979 Prescott, 1986, Theory ahead of business cycle measurement, 25, 11 Singleton, 1988, Econometric issues in the analysis of equilibrium business cycle models, Journal of Monetary Economics, 21, 361, 10.1016/0304-3932(88)90036-0 Watson, 1986, Univariate detrending methods with stochastic trends, Journal of Monetary Economics, 18, 49, 10.1016/0304-3932(86)90054-1 Whittle, 1963 Wiener, 1949