An empirical test of a fundamental Harrod-Kaldor business cycle model
Year of publication: |
2022
|
---|---|
Authors: | Franke, Reiner |
Published in: |
Structural change and economic dynamics : SC+ED. - Amsterdam : Elsevier, ISSN 0954-349X, ZDB-ID 1055942-5. - Vol. 60.2022, p. 1-14
|
Subject: | Capacity effects | Harrodian instability | Method of simulated moments | Nonlinear sentiment adjustments | Konjunkturtheorie | Business cycle theory | Simulation | Konjunktur | Business cycle | Schätzung | Estimation | Nichtlineare Regression | Nonlinear regression |
-
An elementary business cycle mechanism : learning from Harrod and Kaldor
Franke, Reiner, (2019)
-
Uncertainty shocks and the great recession : Nonlinearities matter
Caggiano, Giovanni, (2021)
-
Business cycles, financial conditions, and nonlinearities
Mendieta-Muñoz, Ivan, (2022)
- More ...
-
Competitive moment matching of a new-Keynesian and an old-Keynesian model : conference paper
Franke, Reiner, (2013)
-
Franke, Reiner, (2008)
-
A Proof of Determinacy in the New-Keynesian Sticky Wages and Prices Model
Franke, Reiner, (2008)
- More ...