Evidence on a real business cycle model with neutral and investment-specific technology shocks using...
Evidence on a real business cycle model with neutral and investment-specific technology shocks using...
Evidence on a real business cycle model with neutral and investment-specific technology shocks using Bayesian model averaging [electronic resource] / Rodney W. Strachan [and] Herman K. van Dijk.
About this item
Full title
Author / Creator
Publisher
[Canberra] : Australian National University, [College of Business & Economics], 2010.
Date
2010.
Record Identifier
MMS ID
Language
English
Formats
Publication information
Publisher
[Canberra] : Australian National University, [College of Business & Economics], 2010.
Series
Place of Publication
Australian Capital Territory
Date Published
2010.
Subjects
More information
Scope and Contents
Summary
The empirical support for a real business cycle model with two technology shocks is evaluated using a Bayesian model averaging procedure. This procedure makes use of a finite mixture of many models within the class of vector autoregressive (VAR) processes. The linear VAR model is extended to permit cointegration, a range of deterministic processes,...
Alternative Titles
Full title
Evidence on a real business cycle model with neutral and investment-specific technology shocks using Bayesian model averaging [electronic resource] / Rodney W. Strachan [and] Herman K. van Dijk.
Authors, Artists and Contributors
Author / Creator
Notes
General note
Working papers in economics & econometrics ; no. 522.
Title from title screen (viewed on September 21, 2010).
"JEL codes: C11, C32, C52".
"May 2010".
Includes bibliographical references (p. 40-44)
System details note
Mode of access: Internet via the World Wide Web. Available at: http://www.cbe.anu.edu.au/research/papers/pdf/wp522.pdf.
System requirements: Adobe Acrobat reader required to view document.
Contextual Information
Other version (online)
Identifiers
Primary Identifiers
Record Identifier
74VM0oGv5JXM
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/74VM0oGv5JXM
Other Identifiers
ISBN
0868315222
9780868315225
DDC
338.542
MMS ID
991001819179702626
