Maximum likelihood in the frequency domain: the importance of time-to-plan
Lawrence Christiano () and
Robert Vigfusson ()
No 106, Working Papers (Old Series) from Federal Reserve Bank of Cleveland
The authors illustrate the use of various frequency-domain tools for estimating and testing dynamic, stochastic, general-equilibrium models. Their substantive results confirm other findings that suggest that time-to-plan in investment technology has a potentially useful role to play in business-cycle models.
Keywords: Business; cycles (search for similar items in EconPapers)
Date: 2001, Revised 2001
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Journal Article: Maximum likelihood in the frequency domain: the importance of time-to-plan (2003)
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Persistent link: https://EconPapers.repec.org/RePEc:fip:fedcwp:0106
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