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Estimating Dynamic Equilibrium Models with Stochastic Volatility. (2012). Rubio-Ramirez, Juan F ; Guerron, Pablo ; Fernandez-Villaverde, Jesus ; Guerron-Quintana, Pablo A..
In: NBER Working Papers.
RePEc:nbr:nberwo:18399.

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  1. Man-bites-dog Business Cycles. (2013). Nimark, Kristoffer.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:9517.

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  2. Man-Bites-Dog Business Cycle. (2013). Nimark, Kristoffer.
    In: Working Papers.
    RePEc:bge:wpaper:700.

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References

References cited by this document

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  2. Fernandez-Villaverde, J. and J. Rubio-Ramirez (2008). “How Structural Are Structural Parameters ?”NBER Macroeconomics Annual 2007, 83-137.

  3. Fisher, J., (2006). “The Dynamic Eects of Neutral and Investment-Speci…c Technology Shocks.”Journal of Political Economy 114, 413-52.

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  6. Jereys H. (1961). The Theory of Probability (3rd ed.). Oxford University Press.
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  7. Justiniano A. and G.E. Primiceri (2008). “The Time Varying Volatility of Macroeconomic Fluctuations.”American Economic Review 98, 604-641.
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  8. Koop G., M. Hashem Pesaran, and S. Potter (1996). “Impulse Response Analysis in Nonlinear Multivariate Models.”Journal of Econometrics 74, 199-147.

  9. McConnell, M.M. and G. Pérez-Quirós (2000). “Output Fluctuations in the United States: What Has Changed Since the Early 1980’ s?”American Economic Review 90, 1464-1476.

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  13. Sims, C.A. and T. Zha (2006). “Were There Regime Switches in U.S. Monetary Policy?” American Economic Review 96, 54-81.

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