The characteristics of the business cycle in Japan

Applied Economics

Volumn 29, Issue 9, 1997, Pages 1105-1113

  Hamori, Shigeyuki ^a   Kitasaka, Shin Ichi ^a  

^a KOBE UNIVERSITY   (Japan)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0008012835     PISSN: 00036846     EISSN: None     Source Type: Journal    
DOI: 10.1080/00036849700000001     Document Type: Article

References (10)

1. Cooley, T. F. and Hansen, G. D. (1989) The Inflation Tax in a Real Business Cycle Model, American Economic Review, 79, 733-48.
2. Hansen, L. P. and Sargent, T. J. (1994) Recursive Linear Models of Dynamic Economies, in G. A. Sims (ed.) Advances in Econometrics: Sixth World Congress, Vol. 1, Cambridge University Press, pp. 97-139.
3. Hamori, S. (1992) Test of C-CAPM for Japan: 1980-1988, Economics Letters, 38, 67-72.
4. Harvey, A. C. and Jaeger, A. (1993) Detrending, Stylized Facts and the Business Cycle, Journal of Applied Econometrics, 8, 231-47.
5. Hodrick, R. and Prescott, E. C. (1980) Post-War U.S. Business Cycle: An Empirical Investigation, Carnegie-Mellon University Working Paper.
6. Kitasaka, S. (1993) Structural Change and Economic Fluctuations in Japan, Economic Studies Quarterly, 44, 142-58 (in Japanese).
7. Kydland, F. E. and Prescott, E. C. (1982) Time to Build and Aggregate Fluctuations, Econometrica, 50, 1345-70.
8. Lucas, R. E. Jr (1987) Models of Business Cycles, Basil Blackwell, Oxford.
9. Lucas, R. E. Jr and Prescott, E. C. (1971) Investment under Uncertainty, Econometrica, 39, 659-81.
10. McGrattan, E. (1994) The Macroeconomic Effects of Distortionary Taxation, Journal of Monetary Economics, 33, 573-601.