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Time-to-Build and Aggregate Fluctuations: Some New Evidence
8 references·16 citing·45 second hop
Time-to-Build and Aggregate Fluctuations: Some New Evidence (1989)Time-to-Build and Aggregate Fluctuations:…A Time Series Analysis of Representative Agent Models of Consumption and Leisure Choice under Uncertainty (1988)A Time Series Analysis of Rep…Real Business Cycles (1983)Real Business CyclesTrends and random walks in macroeconmic time series (1982)Trends and random walks in ma…Time to Build and Aggregate Fluctuations (1982)Time to Build and Aggregate F…Formulating and estimating dynamic linear rational expectations models (1980)Formulating and estimating dy…Some Contributions to Maximum Likelihood Factor Analysis (1967)Some Contributions to Maximum…Technical Change and the Aggregate Production Function (1957)Technical Change and the Aggr…A Macrodynamic Theory of Business Cycles (1935)A Macrodynamic Theory of Busi…Solution and Estimation Methods for DSGE Models (2016)Solution and Estimation Metho…The dynamic effects of monetary policy: A structural factor model approach (2009)The dynamic effects of moneta…Dynamic Factor Models with Time-Varying Parameters: Measuring Changes in International Business Cycles (2008)Dynamic Factor Models with Ti…Methods to estimate dynamic stochastic general equilibrium models (2006)Methods to estimate dynamic s…DSGE Models in a Data-Rich Environment (2006)DSGE Models in a Data-Rich En…Bayesian Analysis of DSGE Models (2006)Bayesian Analysis of DSGE Mod…Dynamic Economics: Quantitative Methods and Applications (2003)Dynamic Economics: Quantitati…Estimating the rational expectations model of speculative storage: A Monte Carlo comparison of three simulation estimators (2000)Estimating the rational expec…A Bayesian approach to dynamic macroeconomics (2000)A Bayesian approach to dynami…The Effect of Work Experience on Female Wages and Labour Supply (1998)The Effect of Work Experience…Toward a Modern Macroeconomic Model Usable for Policy Analysis (1994)Toward a Modern Macroeconomic…The macroeconomic effects of distortionary taxation (1994)The macroeconomic effects of …Testing Macroeconometric Models (1994)Testing Macroeconometric Mode…Supplanting the ‘Minnesota’ prior (1994)Supplanting the ‘Minnesota’ p…Measures of Fit for Calibrated Models (1993)Measures of Fit for Calibrate…Measures of Fit for Calibrated Models (1991)Measures of Fit for Calibrate…Determining the Number of Factors in Approximate Factor Models (2002)Macroeconomic Forecasting Using Diffusion Indexes (2002)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Forecasting in Dynamic Factor Models Subject to Structural Instability* (2009)Testing for structural breaks in dynamic factor models (2010)Short-Term GDP Forecasting With a Mixed-Frequency Dynamic Factor Model With Stochastic Volatility (2015)Macroeconomics and Reality (1980)Production, growth and business cycles (1988)Inspecting the Mechanism: An Analytical Approach to the Stochastic Growth Model (1992)Effective Tax Rates in Macroeconomics: Cross-Country Estimates of Tax Rates on Factor Incomes and Consumption (1994)Fiscal Foresight and Information Flows (2013)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Time Series Analysis: Forecasting and Control (1977)The Solution of Linear Difference Models under Rational Expectations (1980)On the Limitations of Government Borrowing: A Framework for Empirical Testing (1985)Rational-expectations econometric analysis of changes in regime (1988)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Testing for a Unit Root in Time Series Regression (1988)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Understanding business cycles (1977)Agency Costs, Collateral, and Business Fluctuations (1986)Noise (1986)The Value Premium (2005)Modern factor analysis (1960)Modern Factor Analysis (1969)Factor Analysis as a Statistical Method. 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this work references cited by second hop

References

  • 1957Technical Change and the Aggregate Production Function12,253 cited
  • 1982Time to Build and Aggregate Fluctuations5,933 cited
  • 1982Trends and random walks in macroeconmic time series4,670 cited
  • 1983Real Business Cycles2,076 cited
  • 1980Formulating and estimating dynamic linear rational expectations models877 cited
  • 1967Some Contributions to Maximum Likelihood Factor Analysis870 cited
  • 1935A Macrodynamic Theory of Business Cycles609 cited
  • 1988A Time Series Analysis of Representative Agent Models of Consumption and Leisure Choice under Uncertainty581 cited

Cited by

  • 1994The macroeconomic effects of distortionary taxation417 cited
  • 2008Dynamic Factor Models with Time-Varying Parameters: Measuring Changes in International Business Cycles275 cited
  • 1991Measures of Fit for Calibrated Models257 cited
  • 1993Measures of Fit for Calibrated Models228 cited
  • 2000A Bayesian approach to dynamic macroeconomics221 cited
  • 2006DSGE Models in a Data-Rich Environment209 cited
  • 2003Dynamic Economics: Quantitative Methods and Applications200 cited

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2016
Solution and Estimation Methods for DSGE Models
198 cited
  • 2009The dynamic effects of monetary policy: A structural factor model approach187 cited
  • 2006Methods to estimate dynamic stochastic general equilibrium models186 cited
  • 2006Bayesian Analysis of DSGE Models178 cited
  • 1998The Effect of Work Experience on Female Wages and Labour Supply171 cited
  • 1994Supplanting the ‘Minnesota’ prior160 cited
  • 2000Estimating the rational expectations model of speculative storage: A Monte Carlo comparison of three simulation estimators159 cited
  • 1994Testing Macroeconometric Models147 cited
  • 1994Toward a Modern Macroeconomic Model Usable for Policy Analysis136 cited