Testing for the Lucas Critique: A Quantitative Investigation (AER 2001)

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Contents

Article

Authors Title Journal Year Edition Pages JEL Codes Keywords
Jesper Lindé Testing for the Lucas Critique: A Quantitative Investigation AER 2001 4 986 - 1005 C52, C22, E41 -

Article information

Program code Data Readme Method(s) & estimation Data type Data used Origin of data used Software used (Version)
0 - not available online 0 - not available online 0 - not available online Instrumental variable (IV), Maximum likelihood (ML), Hodrick-Prescott filter Time series U.S. data for the recent periods in office of Federal Reserve's chairmen Bums, Volcker, and Greenspan USA -

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.91.4.986 IDEAS: a/aea/aecrev/v91y2001i4p986-1005.html EconPapers: RePEc:aea:aecrev:v:91:y:2001:i:4:p:986-1005


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