How the basic RBC model fails to explain US time series

Gregory C. Chow*, Yum K. Kwan

*Corresponding author for this work

Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

6 Citations (Scopus)

Abstract

By examining the reduced form equations implied by an RBC model this paper shows how it fails in explaining the dynamic characteristics of the US time series using time-domain analysis. In particular, by studying the serial correlation of the residuals of the reduced form and by introducing lagged dependent variables, important propagation mechanisms left out in the model can be clearly discerned and reformations to improve the model can be evaluated.
Original languageEnglish
Pages (from-to)301-318
JournalJournal of Monetary Economics
Volume41
Issue number2
DOIs
Publication statusPublished - 27 Feb 1998
Externally publishedYes

Research Keywords

  • Dynamic optimization
  • Real business cycle model

Fingerprint

Dive into the research topics of 'How the basic RBC model fails to explain US time series'. Together they form a unique fingerprint.

Cite this