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Business Cycles With A Common Trend in Neutral and Investment-Specific Productivity
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- Alexander Falter & Dennis Wesselbaum, 2018. "Correlated shocks in estimated DSGE models," Economics Bulletin, AccessEcon, vol. 38(4), pages 2026-2036.
- Sveen, Tommy, 2014. "Capital accumulation, sectoral heterogeneity and the Taylor principle," Journal of Economic Dynamics and Control, Elsevier, vol. 44(C), pages 20-28.
- Ivashchenko, S., 2020. "Long-term growth sources for sectors of Russian economy," Journal of the New Economic Association, New Economic Association, vol. 48(4), pages 86-112.
- Joel Wagner, 2017. "Anticipated Technology Shocks: A Re-Evaluation Using Cointegrated Technologies," Staff Working Papers 17-11, Bank of Canada.
- Benchimol, Jonathan & Ivashchenko, Sergey, 2021.
"Switching volatility in a nonlinear open economy,"
Journal of International Money and Finance, Elsevier, vol. 110(C).
- Benchimol, Jonathan & Ivashchenko, Sergey, 2020. "Switching Volatility in a Nonlinear Open Economy," Dynare Working Papers 60, CEPREMAP.
- Jonathan Benchimol & Sergey Ivashchenko, 2020. "Switching Volatility in a Nonlinear Open Economy," CFDS Discussion Paper Series 2020/8, Center for Financial Development and Stability at Henan University, Kaifeng, Henan, China.
- Jonathan Benchimol & Sergey Ivashchenko, 2020. "Switching Volatility in a Nonlinear Open Economy," Bank of Israel Working Papers 2020.04, Bank of Israel.
- Jonathan Benchimol & Sergey Ivashchenko, 2021. "Switching volatility in a nonlinear open economy," Post-Print halshs-03248949, HAL.
- Jonathan Benchimol & Sergey Ivashchenko, 2020. "Switching Volatility in a Nonlinear Open Economy," Globalization Institute Working Papers 386, Federal Reserve Bank of Dallas.
- Boileau, Martin & Normandin, Michel, 2017. "The price of imported capital and consumption fluctuations in emerging economies," Journal of International Economics, Elsevier, vol. 108(C), pages 67-81.
- Sergey Ivashchenko, 2022. "Dynamic Stochastic General Equilibrium Model with Multiple Trends and Structural Breaks," Russian Journal of Money and Finance, Bank of Russia, vol. 81(1), pages 46-72, March.
- Christoph Görtz & John D. Tsoukalas & Francesco Zanetti, 2022.
"News Shocks under Financial Frictions,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 14(4), pages 210-243, October.
- Christoph Görtz & John D. Tsoukalas & Francesco Zanetti, 2016. "News Shocks under Financial Frictions," Working Papers 2016_15, Business School - Economics, University of Glasgow.
- Francesco Zanetti & Christoph Görtz & John D. Tsoukalas, 2016. "News Shocks under Financial Frictions," Economics Series Working Papers 813, University of Oxford, Department of Economics.
- Christoph Görtz & John D. Tsoukalas & Francesco Zanetti, 2020. "News shocks under financial frictions," CAMA Working Papers 2020-94, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Görtz, Christoph & Tsoukalas, John & Zanetti, Francesco, 2017. "News Shocks under Financial Frictions," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168066, Verein für Socialpolitik / German Economic Association.
- Christoph Gortz & John Tsoukalas & Francesco Zanetti, 2021. "News Shocks under Financial Frictions," Discussion Papers 21-08, Department of Economics, University of Birmingham.
- Christoph Görtz & John D. Tsoukalas & Francesco Zanetti, 2020. "News Shocks under Financial Frictions," CESifo Working Paper Series 8728, CESifo.
- Christoph Görtz & John D. Tsoukalas & Francesco Zanetti, 2020. "News Shocks under Financial Frictions," Discussion Papers 2027, Centre for Macroeconomics (CFM).
- Saidul Islam, 2024. "Investment-specific technology shocks and business cycle: evidence from a sign restriction approach," Indian Economic Review, Springer, vol. 59(1), pages 249-283, June.
- Votinov, A., 2022. "The effects of additional non-stationary processes on the properties of DSGE-models," Journal of the New Economic Association, New Economic Association, vol. 55(3), pages 28-43.
- Stephanie Schmitt‐Grohé & Martín Uribe, 2012.
"What's News in Business Cycles,"
Econometrica, Econometric Society, vol. 80(6), pages 2733-2764, November.
- Stephanie Schmitt-Grohe & Martin Uribe, 2008. "What's News in Business Cycles," NBER Working Papers 14215, National Bureau of Economic Research, Inc.
- Uribe, MartÃn & Schmitt-Grohé, Stephanie, 2012. "What's News in Business Cycles," CEPR Discussion Papers 8984, C.E.P.R. Discussion Papers.
- Uribe, MartÃn & Schmitt-Grohé, Stephanie, 2009. "What?s News in Business Cycles," CEPR Discussion Papers 7201, C.E.P.R. Discussion Papers.
- Martin Uribe & Stephanie Schmitt-Grohe, 2009. "What's News in Business Cycles," 2009 Meeting Papers 135, Society for Economic Dynamics.
- Takeuchi, Fumihide, 2011. "The role of production fragmentation in international business cycle synchronization in East Asia," Journal of Asian Economics, Elsevier, vol. 22(6), pages 441-459.
- Gubler, Matthias & Hertweck, Matthias S., 2013.
"Commodity price shocks and the business cycle: Structural evidence for the U.S,"
Journal of International Money and Finance, Elsevier, vol. 37(C), pages 324-352.
- Gubler, Matthias & Hertweck, Matthias Sebastian, 2011. "Commodity Price Shocks and the Business Cycle: Structural Evidence for the U.S," Working papers 2011/05, Faculty of Business and Economics - University of Basel.
- Dr. Matthias Gubler & Matthias S. Hertweck, 2013. "Commodity Price Shocks and the Business Cycle: Structural Evidence for the U.S," Working Papers 2013-05, Swiss National Bank.
- Matthias Gubler & Matthias S. Hertweck, 2011. "Commodity Price Shocks and the Business Cycle: Structural Evidence for the U.S," Working Paper Series of the Department of Economics, University of Konstanz 2011-03, Department of Economics, University of Konstanz.
- Ricardo Reis & Vasco Curdia, 2009.
"Correlated Disturbances and U.S. Business Cycles,"
2009 Meeting Papers
129, Society for Economic Dynamics.
- Vasco Cúrdia & Ricardo Reis, 2010. "Correlated Disturbances and U.S. Business Cycles," NBER Working Papers 15774, National Bureau of Economic Research, Inc.
- Vasco Curdia & Ricardo Reis, 2010. "Correlated disturbances and U.S. business cycles," Staff Reports 434, Federal Reserve Bank of New York.
- Cúrdia, Vasco, 2010. "Correlated Disturbances and U.S. Business Cycles," CEPR Discussion Papers 7712, C.E.P.R. Discussion Papers.
- Fatma Erdem & Erdal Özmen, 2015.
"Exchange Rate Regimes and Business Cycles: An Empirical Investigation,"
Open Economies Review, Springer, vol. 26(5), pages 1041-1058, November.
- Fatma Pinar Erdem & Erdal Ozmen, 2014. "Exchange Rate Regimes and Business Cycles: An Empirical Investigation," ERC Working Papers 1404, ERC - Economic Research Center, Middle East Technical University, revised Jun 2014.
- Alejandro Justiniano & Claudio Michelacci, 2012.
"The Cyclical Behavior of Equilibrium Unemployment and Vacancies in the United States and Europe,"
NBER International Seminar on Macroeconomics, University of Chicago Press, vol. 8(1), pages 169-235.
- Alejandro Justiniano & Claudio Michelacci, 2011. "The Cyclical Behavior of Equilibrium Unemployment and Vacancies in the United States and Europe," NBER Chapters, in: NBER International Seminar on Macroeconomics 2011, pages 169-235, National Bureau of Economic Research, Inc.
- Ryan Chahrour & Stephanie Schmitt-Grohé & Martín Uribe, 2012.
"A Model-Based Evaluation of the Debate on the Size of the Tax Multiplier,"
American Economic Journal: Economic Policy, American Economic Association, vol. 4(2), pages 28-45, May.
- Ryan Chahrour & Stephanie Schmitt-Grohé & Martín Uribe, 2010. "A Model-Based Evaluation of the Debate on the Size of the Tax Multiplier," NBER Chapters, in: Fiscal Policy (Trans-Atlantic Public Economics Seminar, TAPES), pages 28-45, National Bureau of Economic Research, Inc.
- Ryan Chahrour & Stephanie Schmitt-Grohé & Martín Uribe, 2010. "A Model-Based Evaluation of the Debate on the Size of the Tax Multiplier," NBER Working Papers 16169, National Bureau of Economic Research, Inc.
- Uribe, MartÃn & Schmitt-Grohé, Stephanie & Chahrour, Ryan, 2010. "A Model-Based Evaluation of the Debate on the Size of the Tax Multiplier," CEPR Discussion Papers 7930, C.E.P.R. Discussion Papers.
- Andrew C. Chang & Phillip Li, 2015. "Is Economics Research Replicable? Sixty Published Papers from Thirteen Journals Say \"Usually Not\"," Finance and Economics Discussion Series 2015-83, Board of Governors of the Federal Reserve System (U.S.).
- Anna Kormilitsina & Denis Nekipelov, 2015. "Consistent Variance of the Laplace Type Estimators: Application to DSGE Models," Departmental Working Papers 1510, Southern Methodist University, Department of Economics.
- Letendre, Marc-André & Wagner, Joel, 2018.
"Agency Costs, Risk Shocks, And International Cycles,"
Macroeconomic Dynamics, Cambridge University Press, vol. 22(5), pages 1134-1172, July.
- Marc-Andre Letendre & Joel Wagner, 2015. "Agnecy Costs, Risk Shocks and International Cycles," Department of Economics Working Papers 2015-09, McMaster University.
- Marc-André Letendre & Joel Wagner, 2016. "Agency Costs, Risk Shocks and International Cycles," Staff Working Papers 16-2, Bank of Canada.
- Francesca Marino, 2016. "The Italian productivity slowdown in a Real Business Cycle perspective," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), vol. 63(2), pages 171-193, June.
- Christoph Görtz & Christopher Gunn & Thomas A. Lubik, 2024. "The Changing Nature of Technology Shocks," CESifo Working Paper Series 11385, CESifo.
- Ercolani, Valerio & Valle e Azevedo, João, 2014.
"The effects of public spending externalities,"
Journal of Economic Dynamics and Control, Elsevier, vol. 46(C), pages 173-199.
- João Valle e Azevedo & Valerio Ercolani, 2012. "The Effects of Public Spending Externalities," Working Papers w201210, Banco de Portugal, Economics and Research Department.
- Joel Wagner, 2015. "The Endogenous Relative Price of Investment," Staff Working Papers 15-30, Bank of Canada.
- Thomet, Jacqueline & Wegmueller, Philipp, 2021.
"Technology Shocks And Hours Worked: A Cross-Country Analysis,"
Macroeconomic Dynamics, Cambridge University Press, vol. 25(4), pages 1020-1052, June.
- Jacqueline Thomet & Philipp Wegm ller, 2018. "Technology shocks and hours worked: a cross-country analysis," Diskussionsschriften dp1819, Universitaet Bern, Departement Volkswirtschaft.
- Andrei Polbin & Sergey Drobyshevsky, 2014. "Developing a Dynamic Stochastic Model of General Equilibrium for the Russian Economy," Research Paper Series, Gaidar Institute for Economic Policy, issue 166P, pages 156-156.
- Marcelo Arbex & Sidney Caetano & Michel Souza, 2018.
"Asymmetric effects of shocks on TFP,"
Applied Economics Letters, Taylor & Francis Journals, vol. 25(3), pages 206-210, February.
- Marcelo Arbex & Sidney Caetano & Michel Souza, 2017. "Asymmetric effects of shocks on TFP," Working Papers 1702, University of Windsor, Department of Economics.
- Chen, Kaiji & Wemy, Edouard, 2015. "Investment-specific technological changes: The source of long-run TFP fluctuations," European Economic Review, Elsevier, vol. 80(C), pages 230-252.
- Marina Azzimonti-Renzo & Matthew Talbert, 2011. "Partisan cycles and the consumption volatility puzzle," Working Papers 11-21, Federal Reserve Bank of Philadelphia.
- Agnirup Sarkar, 2020. "Market capitalization and growth with nominal and real rigidities: the case of emerging economies," Indian Economic Review, Springer, vol. 55(2), pages 165-198, December.
- Görtz, Christoph & Tsoukalas, John D., 2018. "Sectoral TFP news shocks," Economics Letters, Elsevier, vol. 168(C), pages 31-36.
- Anthony Landry, 2018.
"Capital-Goods Imports and U.S. Growth,"
2018 Meeting Papers
208, Society for Economic Dynamics.
- Michele Cavallo & Anthony Landry, 2018. "Capital-Goods Imports and US Growth," Staff Working Papers 18-1, Bank of Canada.
- Mennuni, Alessandro, 2014. "The Role of Curvature in the Transformation Frontier between Consumption and Investment," Discussion Paper Series In Economics And Econometrics 1407, Economics Division, School of Social Sciences, University of Southampton.
- Pau Rabanal & Vicente Tuesta, 2013. "Nontradable Goods and the Real Exchange Rate," Open Economies Review, Springer, vol. 24(3), pages 495-535, July.
- Aydan Dogan, 2019.
"Investment Specific Technology Shocks and Emerging Market Business Cycle Dynamics,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 34, pages 202-220, October.
- Aydan Dogan, 2019. "Online Appendix to "Investment Specific Technology Shocks and Emerging Market Business Cycle Dynamics"," Online Appendices 18-377, Review of Economic Dynamics.
- Alban Moura, 2020.
"Total factor productivity and the measurement of neutral technology,"
BCL working papers
143, Central Bank of Luxembourg.
- Moura, Alban, 2020. "Total factor productivity and the measurement of neutral technology," MPRA Paper 99357, University Library of Munich, Germany.
- Luca Guerrieri & Dale Henderson & Jinill Kim, 2020.
"Interpreting shocks to the relative price of investment with a two‐sector model,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(1), pages 82-98, January.
- Luca Guerrieri & Dale W. Henderson & Jinill Kim, 2016. "Interpreting Shocks to the Relative Price of Investment with a Two-Sector Model," Finance and Economics Discussion Series 2016-7, Board of Governors of the Federal Reserve System (U.S.).
- Alejandro Justiniano & Claudio Michelacci, 2011. "The Cyclical Behavior of Equilibrium Unemployment and Vacancies in the US and Europe," NBER Working Papers 17429, National Bureau of Economic Research, Inc.
- Andrew C. Chang & Phillip Li, 2018.
"Measurement Error In Macroeconomic Data And Economics Research: Data Revisions, Gross Domestic Product, And Gross Domestic Income,"
Economic Inquiry, Western Economic Association International, vol. 56(3), pages 1846-1869, July.
- Andrew C. Chang & Phillip Li, 2015. "Measurement Error in Macroeconomic Data and Economics Research: Data Revisions, Gross Domestic Product, and Gross Domestic Income," Finance and Economics Discussion Series 2015-102, Board of Governors of the Federal Reserve System (U.S.).
- José R. Maria & Paulo Júlio, 2021. "Lessons from a finitely-lived agents structural model," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
- Benati, Luca, 2014. "Do TFP and the relative price of investment share a common I(1) component?," Journal of Economic Dynamics and Control, Elsevier, vol. 45(C), pages 239-261.
- Polbin, Andrey & Sinelnikov-Murylev, Sergey, 2024.
"Developing and impulse response matching estimation of the DSGE model for the Russian economy,"
Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 73, pages 5-34.
- Andrey Polbin & Sergey Sinelnikov-Murylev, 2023. "Developing and impulse response matching estimation of the DSGE model for the Russian economy," Research Paper Series, Gaidar Institute for Economic Policy, issue 182P, pages 1-53.
- Sekyu Choi & José-Víctor Ríos-Rull, 2021.
"Labour Share and Productivity Dynamics,"
The Economic Journal, Royal Economic Society, vol. 131(639), pages 2856-2886.
- Sekyu Choi & Jose-Victor Rios-Rull, 2020. "Labor Share and Productivity Dynamics," PIER Working Paper Archive 20-031, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- A. Polbin., 2017. "Econometric estimation of the impact of oil prices shock on the Russian economy in VECM model," VOPROSY ECONOMIKI, N.P. Redaktsiya zhurnala "Voprosy Economiki", vol. 10.
- Barsky, Robert B. & Sims, Eric R., 2011. "News shocks and business cycles," Journal of Monetary Economics, Elsevier, vol. 58(3), pages 273-289.
- Moura, Alban, 2021.
"Are neutral and investment-specific technology shocks correlated?,"
European Economic Review, Elsevier, vol. 139(C).
- Alban Moura, 2021. "Are neutral and investment-specific technology shocks correlated?," BCL working papers 152, Central Bank of Luxembourg.
- Haykaz Igityan, 2019. "Asymmetric Effects of Monetary Policy in Different Phases of Armenia's Business Cycle," Working Papers 11, Central Bank of the Republic of Armenia.
- Ko, Jun-Hyung & Miyazawa, Kensuke & Vu, Tuan Khai, 2012. "News shocks and Japanese macroeconomic fluctuations," Japan and the World Economy, Elsevier, vol. 24(4), pages 292-304.
- Aydan Dogan, 2019.
"Investment Specific Technology Shocks and Emerging Market Business Cycle Dynamics,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 34, pages 202-220, October.
- Aydan Dogan, 2017. "Investment Specific Technology Shocks and Emerging Market Business Cycle Dynamics," UB School of Economics Working Papers 2017/359, University of Barcelona School of Economics.
- Pappa, Evi & Brückner, Markus, 2011.
"For an Olive Wreath? Olympic Games and Anticipation Effects in Macroeconomics,"
CEPR Discussion Papers
8516, C.E.P.R. Discussion Papers.
- Markus Bruckner & Evi Pappa, 2011. "For an Olive Wreath? Olympic Games and Anticipation Effects in Macroeconomics," School of Economics and Public Policy Working Papers 2011-18, University of Adelaide, School of Economics and Public Policy.
- Haykaz Igityan, 2021. "Asymmetric Effects of Monetary Policy on the Armenian Economy," Russian Journal of Money and Finance, Bank of Russia, vol. 80(1), pages 46-103, March.
- Xian-Liang Tian, 2016. "Participation in export and Chinese firms’ capacity utilization," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 25(5), pages 757-784, August.
- Sergey M. Ivashchenko, 2019. "DSGE Models: Problem of Trends," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 2, pages 81-95, April.
- Seunghoon Na & Hyunseung Oh, 2020. "Computerizing Households and the Role of Investment-Specific Productivity in Business Cycles," International Finance Discussion Papers 1292, Board of Governors of the Federal Reserve System (U.S.).
- Haykaz Igityan, 2021. "Asymmetric Effects of Monetary Policy on the Armenian Economy," Working Papers 18, Central Bank of the Republic of Armenia, revised Mar 2021.