Statistical estimation and moment evaluation of a stochastic growth model with asset market restrictions

Article Abstract:

Statistical estimation techniques are used to examine a model of real business cycles and asset market pricing predictions using time series data.

Analysis, Stochastic analysis

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A Keynesian macroeconometric framework for the analysis of monetary policy rules

Article Abstract:

Research describing a Keynesian based monetary macro model is presented. In particular the influence of interest rates and monetary aggregates are investigated with respect to monetary policy rules.

Usage, Monetary policy, Keynesian economics, Phillips curve

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Estimating parameters of real business cycle models

Article Abstract:

A maximum likelihood procedure, combined with simulated annealing, is applied to US macroeconomic time-series data to estimate a baseline real business cycle (RBC) model's parameters. Time series produced by the model have shortcomings, raising doubts about the model's usefulness as a mechanism for capturing macroeconomic time-series data's variability.

Macroeconomics

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