Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach

S-Tier
Journal: American Economic Review
Year: 2007
Volume: 97
Issue: 3
Pages: 586-606

Score contribution per author:

4.022 = (α=2.01 / 2 authors) × 4.0x S-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Using a Bayesian likelihood approach, we estimate a dynamic stochastic general equilibrium model for the US economy using seven macroeconomic time series. The model incorporates many types of real and nominal frictions and seven types of structural shocks. We show that this model is able to compete with Bayesian Vector Autoregression models in out-of-sample prediction. We investigate the relative empirical importance of the various frictions. Finally, using the estimated model, we

Technical Details

RePEc Handle
repec:aea:aecrev:v:97:y:2007:i:3:p:586-606
Journal Field
General
Author Count
2
Added to Database
2026-01-29