10-050/4 - Evidence on a Real Business Cycle Model with Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging

• Authors
  Rodney W. Strachan, The Australian National University; Herman K. van Dijk, Erasmus University Rotterdam
• Publication date
  May 17, 2010

• Keywords
  Posterior probability; Real business cycle model; Cointegration; Model averaging; Stochastic trend; Impulse response; Vector autoregressive model
• JEL
  C11, C32, C52