Business Cycle Theory and Econometrics

Allan Gregory and Gregor Smith

No 273753, Queen's Economics Department Working Papers from Queen's University - Department of Economics

Abstract: We outline in turn criticisms made by econometricians of the methods used in empirical business-cycle research and then criticisms made by business-cycle researchers of some methods used by econometricians. The aim is to clarify and in some cases correct these criticisms. Overall there is no conflict in using rigourous statistical procedures to study modern dynamic stochastic general equilibrium models. We also provide a concise bibliography of recent research on statistical methods for business-cycle models.

Keywords: Financial; Economics (search for similar items in EconPapers)
Pages: 18
Date: 1995-06
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Related works:
Journal Article: Business Cycle Theory and Econometrics (1995)
Working Paper: Business Cycle Theory And Econometrics (1995)
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Persistent link: https://EconPapers.repec.org/RePEc:ags:quedwp:273753

DOI: 10.22004/ag.econ.273753

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