Business Cycle Theory And Econometrics
Allan Gregory () and
No 1254, Working Paper from Economics Department, Queen's University
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 thesecriticisms. Overall there is no conflict in using rigourous statistical procedures to study modern dynamic stochastic general equilibrium models. We also provide a concise bibliographyof recent research on statistical methods for business-cycle models.
Keywords: business cycles; time-series econometrics (search for similar items in EconPapers)
JEL-codes: C18 E32 (search for similar items in EconPapers)
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Journal Article: Business Cycle Theory and Econometrics (1995)
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Persistent link: https://EconPapers.repec.org/RePEc:qed:wpaper:1254
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