Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (AER 2007)

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Contents

Article

Authors Title Journal Year Edition Pages JEL Codes Keywords
Frank Smets, Rafael Wouters Shocks and Frictions in US Business Cycles: A Bayesian Dynamic stochastic general equilibrium (DSGE) Approach AER 2007 3 586 - 606 D58, E23, E31, E32 -

Article information

Program code Data Readme Method(s) & estimation Data type Data used Origin of data used Software used (Version)
1 - accessible on journal website 1 - accessible on journal website 1 - accessible on journal website Bayesian estimation, Dynamic stochastic general equilibrium (DSGE), BVAR Macro, Time series aggregate US GDP, GDP deflator, consumption, investment and labour statistics from various state department statistical publications, US Bureau of Economic Analysis (BEA), US Bureau of Labor Statistics (BLS) USA Dynare

Replication of this study

Authors Title Journal Year Edition Pages JEL Codes Keywords Replication type Replication result [refer to replication type 1 and 2] Raw data Call into question Authors statement

References

DOI: 10.1257/aer.97.3.586 IDEAS: a/aea/aecrev/v97y2007i3p586-606.html EconPapers: RePEc:aea:aecrev:v:97:y:2007:i:3:p:586-606


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