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Some Comments on the Role of Econometrics in Economic Theory
16 references·3 citing·49 second hop
Some Comments on the Role of Econometrics in Economic Theory (1995)Some Comments on the Role of Econometrics…Dynamic Equilibrium Economies: A Framework for Comparing Models and Data (1998)Dynamic Equilibrium Economies…Money, Prices, Interest Rates and the Business Cycle (1996)Money, Prices, Interest Rates…Measuring Monetary Policy (1995)Measuring Monetary PolicyToward a Modern Macroeconomic Model Usable for Policy Analysis (1994)Toward a Modern Macroeconomic…The Effects of Monetary Policy Shocks: Some Evidence from the Flow of Funds (1994)The Effects of Monetary Polic…Factor Hoarding and the Propagation of Business Cycles Shocks (1994)Factor Hoarding and the Propa…Liquidity Effects, Monetary Policy, and the Business Cycle (1992)Liquidity Effects, Monetary P…The Scientific Illusion in Empirical Macroeconomics (1991)The Scientific Illusion in Em…Simulation estimation of time-series models (1991)Simulation estimation of time…Measures of Fit for Calibrated Models (1991)Measures of Fit for Calibrate…Hours and employment variation in business cycle theory (1991)Hours and employment variatio…Current Real Business Cycle Theories and Aggregate Labor Market Fluctuations (1990)Current Real Business Cycle T…Methods and Problems in Business Cycle Theory (1980)Methods and Problems in Busin…Econometric policy evaluation: A critique (1976)Econometric policy evaluation…Statistical testing of business-cycle theories (1968)Statistical testing of busine…A Study in the Theory of Investment (1961)A Study in the Theory of Inve…TRYGVE HAAVELMO’S EXPERIMENTAL METHODOLOGY AND SCENARIO ANALYSIS IN A COINTEGRATED VECTOR AUTOREGRESSION (2014)TRYGVE HAAVELMO’S EXPERIMENTA…An Austrian version of the lucas critique (2006)An Austrian version of the lu…Generalized spectral estimation of the consumption-based asset pricing model (2001)Generalized spectral estimati…A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Interpreting the macroeconomic time series facts (1992)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)A systematic framework for analyzing the dynamic effects of permanent and transitory shocks (2001)Banking Globalization and Monetary Transmission (2008)Expansionary Austerity New International Evidence (2011)Time to Build and Aggregate Fluctuations (1982)Trends and random walks in macroeconmic time series (1982)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Resuscitating Real Business Cycles (2000)Sticky-price models of the business cycle: Specification and stability (2001)Monetary Theory and Policy, 2nd Edition (2003)Formulating and estimating dynamic linear rational expectations models (1980)Solution and Maximum Likelihood Estimation of Dynamic Nonlinear Rational Expectations Models (1983)The Equity Premium and the Risk Free Rate: Matching the Moments (1991)Multifractality in Asset Returns: Theory and Evidence (2002)Structural stochastic volatility in asset pricing dynamics: Estimation and model contest (2012)Technical Change and the Aggregate Production Function (1957)Investment, Capacity Utilization and the Real Business Cycle (1986)The Computational Experiment: An Econometric Tool (1996)Too Much of a Good Thing? 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(1936)The equity premium: A puzzle (1985)The risk-free rate in heterogeneous-agent incomplete-insurance economies (1993)The Theory of Political Economy (2013)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1986)Production, growth and business cycles (1988)Capacity Utilization under Increasing Returns to Scale (1998)Chapter 8 Micro data and general equilibrium models (1999)On measuring the welfare cost of business cycles (2001)A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’ (1981)Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)Firm dynamics, markup variations, and the business cycle (2008)Expectations, Learning, and Business Cycle Fluctuations (2011)Optimal Investment, Growth Options, and Security Returns (1998)Why Do Americans Work So Much More Than Europeans? (2004)A Unified Framework for Monetary Theory and Policy Analysis (2005)
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References

  • 1976Econometric policy evaluation: A critique6,104 cited
  • 1990Current Real Business Cycle Theories and Aggregate Labor Market Fluctuations978 cited
  • 1980Methods and Problems in Business Cycle Theory680 cited
  • 1996Money, Prices, Interest Rates and the Business Cycle412 cited
  • 1991Simulation estimation of time-series models395 cited
  • 1991The Scientific Illusion in Empirical Macroeconomics378 cited
  • 1994Factor Hoarding and the Propagation of Business Cycles Shocks330 cited
  • 1991Measures of Fit for Calibrated Models257 cited
  • 1995Measuring Monetary Policy242 cited
  • 1991Hours and employment variation in business cycle theory204 cited
  • 1968Statistical testing of business-cycle theories188 cited
  • 1992Liquidity Effects, Monetary Policy, and the Business Cycle172 cited
  • 1998Dynamic Equilibrium Economies: A Framework for Comparing Models and Data163 cited
  • 1994The Effects of Monetary Policy Shocks: Some Evidence from the Flow of Funds137 cited
  • 1994Toward a Modern Macroeconomic Model Usable for Policy Analysis136 cited
  • 1961A Study in the Theory of Investment

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136 cited

Cited by

  • 2001Generalized spectral estimation of the consumption-based asset pricing model31 cited
  • 2014TRYGVE HAAVELMO’S EXPERIMENTAL METHODOLOGY AND SCENARIO ANALYSIS IN A COINTEGRATED VECTOR AUTOREGRESSION17 cited
  • 2006An Austrian version of the lucas critique15 cited