Correlated Disturbances and U.S. Business Cycles
收藏NBER2010-02-01 更新2025-01-04 收录
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https://www.nber.org/papers/w15774
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The dynamic stochastic general equilibrium (DSGE) models that are used to study business cycles typically assume that exogenous disturbances are independent autoregressions of order one. This paper relaxes this tight and arbitrary restriction, by allowing for disturbances that have a rich
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美国国家经济研究局创建时间：
2010-02-01
