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International Real Business Cycles: A comparison of competing models using likelihood techniques

Author

Listed:
  • Joann Bangs
  • John Landon-Lane

Abstract

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Suggested Citation

  • Joann Bangs & John Landon-Lane, 2002. "International Real Business Cycles: A comparison of competing models using likelihood techniques," Computing in Economics and Finance 2002 121, Society for Computational Economics.
    • Handle: RePEc:sce:scecf2:121
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    File URL: http://econweb.rutgers.edu/lane/research/ibcirs.pdf
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    Citations

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    Cited by:

    1. Eva Kaňková, 2008. "Vliv společné měny na hospodářské cykly jednotlivých částí měnové unie [The influence of common currency on economic cycles of individual parts of currency union]," Politická ekonomie, Prague University of Economics and Business, vol. 2008(3), pages 345-361.

    More about this item

    Keywords

    International Real Business Cycles; State-space models; Markov chain Monte Carlo; Model comparison;
    All these keywords.

    JEL classification:

    • E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
    • C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
    • C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection

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