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Correlated disturbances and US business cycles
Cúrdia, Vasco; Reis, Ricardo - 2010
The dynamic stochastic general equilibrium (DSGE) models used to study business cycles typically assume that exogenous disturbances are independent first-order autoregressions. This paper relaxes this tight and arbitrary restriction by allowing for disturbances that have a rich contemporaneous...
Persistent link: https://www.econbiz.de/10010287037
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Correlated disturbances and US business cycles
Cúrdia, Vasco; Reis, Ricardo - 2010
The dynamic stochastic general equilibrium (DSGE) models used to study business cycles typically assume that exogenous disturbances are independent first-order autoregressions. This paper relaxes this tight and arbitrary restriction by allowing for disturbances that have a rich contemporaneous...
Persistent link: https://www.econbiz.de/10003948805
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Correlated disturbances and US business cycle
Cúrdia, Vasco; Reis, Ricardo Pereira - 2010
Persistent link: https://www.econbiz.de/10003948850
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Correlated disturbances and US business cycles
Cúrdia, Vasco; Reis, Ricardo - 2010
Persistent link: https://www.econbiz.de/10003945622
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Correlated disturbances and U.S. business cycles
Cúrdia, Vasco; Reis, Ricardo - 2010
Persistent link: https://www.econbiz.de/10009748963
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Correlated Disturbances and U.S. Business Cycles
Cúrdia, Vasco - 2010
The dynamic stochastic general equilibrium (DSGE) models used to study business cycles typically assume that exogenous disturbances are independent first-order autoregressions. This paper relaxes this tight and arbitrary restriction by allowing for disturbances that have a rich contemporaneous...
Persistent link: https://www.econbiz.de/10013147334
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Correlated Disturbances and U.S. Business Cycles
Cúrdia, Vasco - 2010
The dynamic stochastic general equilibrium (DSGE) models that are used to study business cycles typically assume that exogenous disturbances are independent autoregressions of order one. This paper relaxes this tight and arbitrary restriction, by allowing for disturbances that have a rich...
Persistent link: https://www.econbiz.de/10013147368
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Correlated Disturbances and U.S. Business Cycles
Cúrdia, Vasco - 2010
The dynamic stochastic general equilibrium (DSGE) models that are used to study business cycles typically assume that exogenous disturbances are independent autoregressions of order one. This paper relaxes this tight and arbitrary restriction, by allowing for disturbances that have a rich...
Persistent link: https://www.econbiz.de/10012462877
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Correlated Disturbances and U.S. Business Cycles
Cúrdia, Vasco; Reis, Ricardo - National Bureau of Economic Research (NBER) - 2010
The dynamic stochastic general equilibrium (DSGE) models that are used to study business cycles typically assume that exogenous disturbances are independent autoregressions of order one. This paper relaxes this tight and arbitrary restriction, by allowing for disturbances that have a rich...
Persistent link: https://www.econbiz.de/10008601675
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Correlated Disturbances and U.S. Business Cycles
Cúrdia, Vasco; Reis, Ricardo - C.E.P.R. Discussion Papers - 2010
The dynamic stochastic general equilibrium (DSGE) models that are used to study business cycles typically assume that exogenous disturbances are independent autoregressions of order one. This paper relaxes this tight and arbitrary restriction, by allowing for disturbances that have a rich...
Persistent link: https://www.econbiz.de/10008468649