- Melbourne Business School - Research Publications
Melbourne Business School - Research Publications
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ItemRBCs AND DSGEs: THE COMPUTATIONAL APPROACH TO BUSINESS CYCLE THEORY AND EVIDENCEKaragedikli, O ; Matheson, T ; Smith, C ; Vahey, SP (WILEY, 2010-02)Abstract Real business cycle (RBC) and dynamic stochastic general equilibrium (DSGE) methods have become essential components of the macroeconomist's toolkit. This literature review stresses recently developed techniques for computation and inference, providing a supplement to the Romer textbook, which stresses theoretical issues. Many computational aspects are illustrated with reference to the simple divisible labor RBC model. Code and US data to replicate the computations are provided on the internet, together with a number of appendices providing background details.
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ItemReal-Time Prediction With UK Monetary Aggregates in the Presence of Model UncertaintyGarratt, A ; Koop, G ; Mise, E ; Vahey, SP (AMER STATISTICAL ASSOC, 2009-10)
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ItemThe McKenna Rule and UK World War 1 FinanceNASON, J. ; VAHEY, S. ( 2007)