Non‐stationary Hours in a DSGE Model

B-Tier
Journal: Journal of Money, Credit, and Banking
Year: 2007
Volume: 39
Issue: 6
Pages: 1357-1373

Authors (3)

YONGSUNG CHANG (not in RePEc) TAEYOUNG DOH (not in RePEc) FRANK SCHORFHEIDE (University of Pennsylvania)

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

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

Abstract

The time series fit of dynamic stochastic general equilibrium (DSGE) models often suffers from restrictions on the long‐run dynamics that are at odds with the data. Using Bayesian methods we estimate a stochastic growth model in which hours worked are stationary and a modified version with permanent labor supply shocks. If firms can freely adjust labor inputs, the data support the latter specification. Once we introduce frictions in terms of labor adjustment costs, the overall time series fit improves and the model specification in which labor supply shocks and hours worked are stationary is preferred.

Technical Details

RePEc Handle
repec:wly:jmoncb:v:39:y:2007:i:6:p:1357-1373
Journal Field
Macro
Author Count
3
Added to Database
2026-01-25