메뉴 건너뛰기




Volumn 14, Issue 1, 2011, Pages 122-135

Business cycles with a common trend in neutral and investment-specific productivity

Author keywords

Cointegration; Common shocks; Investment specific shocks; Sources of business cycles; Technology shocks

Indexed keywords


EID: 78650600828     PISSN: 10942025     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.red.2010.07.001     Document Type: Article
Times cited : (52)

References (13)
  • 1
    • 78650588994 scopus 로고    scopus 로고
    • Altig, David, Christiano, Lawrence J., Eichenbaum, Martin, Lindé, Jesper, Firm-specific capital, nominal rigidities, and the business cycle, NBER working paper No. 11034.
    • Altig, David, Christiano, Lawrence J., Eichenbaum, Martin, Lindé, Jesper, 2005. Firm-specific capital, nominal rigidities, and the business cycle, NBER working paper No. 11034.
  • 2
    • 78650624224 scopus 로고    scopus 로고
    • Beaudry, Paul, Lucke, Bernd, Letting different views about business cycles compete, Working paper, University of Hamburg.
    • Beaudry, Paul, Lucke, Bernd, 2009. Letting different views about business cycles compete, Working paper, University of Hamburg.
    • (2009)
  • 3
    • 33847668476 scopus 로고    scopus 로고
    • Stock prices, news, and economic fluctuations
    • Beaudry Paul, Portier Franck Stock prices, news, and economic fluctuations. American Economic Review 2006, 96:1293-1307.
    • (2006) American Economic Review , vol.96 , pp. 1293-1307
    • Beaudry, P.1    Portier, F.2
  • 4
    • 0347354945 scopus 로고    scopus 로고
    • An MCMC approach to classical estimation
    • Chernozhukov Victor, Hong Han An MCMC approach to classical estimation. Journal of Econometrics 2003, 115:293-346.
    • (2003) Journal of Econometrics , vol.115 , pp. 293-346
    • Chernozhukov, V.1    Hong, H.2
  • 5
    • 0001534728 scopus 로고
    • Output dynamics in real-business-cycle models
    • Cogley Timothy, Nason James M. Output dynamics in real-business-cycle models. American Economic Review 1995, 85:492-511.
    • (1995) American Economic Review , vol.85 , pp. 492-511
    • Cogley, T.1    Nason, J.M.2
  • 6
    • 33746208859 scopus 로고    scopus 로고
    • The dynamic effects of neutral and investment-specific technology shocks
    • Fisher Jonas D.M. The dynamic effects of neutral and investment-specific technology shocks. Journal of Political Economy 2006, 114:413-451.
    • (2006) Journal of Political Economy , vol.114 , pp. 413-451
    • Fisher, J.D.M.1
  • 7
    • 0033963790 scopus 로고    scopus 로고
    • The role of investment-specific technological change in the business cycle
    • Greenwood Jeremy, Hercowitz Zvi, Krusell Per The role of investment-specific technological change in the business cycle. European Economic Review 2000, 44:91-115.
    • (2000) European Economic Review , vol.44 , pp. 91-115
    • Greenwood, J.1    Hercowitz, Z.2    Krusell, P.3
  • 8
    • 78650617137 scopus 로고    scopus 로고
    • Justiniano, Alejandro, Primiceri, Giorgio, Tambalotti, Andrea, Investment shocks and business cycles. Manuscript.
    • Justiniano, Alejandro, Primiceri, Giorgio, Tambalotti, Andrea, 2008. Investment shocks and business cycles. Manuscript.
    • (2008)
  • 9
    • 45549116427 scopus 로고
    • Production, growth and business cycles: II. New directions
    • King Robert G., Plosser Charles I., Rebelo Sergio T. Production, growth and business cycles: II. New directions. Journal of Monetary Economics 1988, 21:309-341.
    • (1988) Journal of Monetary Economics , vol.21 , pp. 309-341
    • King, R.G.1    Plosser, C.I.2    Rebelo, S.T.3
  • 10
    • 0001519332 scopus 로고
    • Time to build and aggregate fluctuations
    • Kydland Finn E., Prescott Edward C. Time to build and aggregate fluctuations. Econometrica 1982, 50:1345-1370.
    • (1982) Econometrica , vol.50 , pp. 1345-1370
    • Kydland, F.E.1    Prescott, E.C.2
  • 11
    • 0029800061 scopus 로고    scopus 로고
    • Real-business-cycle models and the forecastable movements in output, hours, and consumption
    • Rotemberg Julio J., Woodford Michael Real-business-cycle models and the forecastable movements in output, hours, and consumption. American Economic Review 1996, 86:71-89.
    • (1996) American Economic Review , vol.86 , pp. 71-89
    • Rotemberg, J.J.1    Woodford, M.2
  • 12
    • 78650599370 scopus 로고    scopus 로고
    • Schmitt-Grohé, Stephanie, Uribe, Martín, What's news in business cycles? Columbia University, Manuscript.
    • Schmitt-Grohé, Stephanie, Uribe, Martín, 2010. What's news in business cycles? Columbia University, Manuscript.
    • (2010)
  • 13
    • 34547309730 scopus 로고    scopus 로고
    • Shocks and frictions in US business cycles: A bayesian DSGE approach
    • Smets Frank, Wouters Raf Shocks and frictions in US business cycles: A bayesian DSGE approach. American Economic Review 2007, 97:586-606.
    • (2007) American Economic Review , vol.97 , pp. 586-606
    • Smets, F.1    Wouters, R.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.