International business cycles, financial markets and household production
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- dc.contributor.author Canova, Fabioca
- dc.contributor.author Ubide, Ángel J.ca
- dc.contributor.other Universitat Pompeu Fabra. Departament d'Economia i Empresa
- dc.date.accessioned 2017-07-26T12:08:00Z
- dc.date.available 2017-07-26T12:08:00Z
- dc.date.issued 1997-01-01
- dc.date.modified 2017-07-23T02:02:55Z
- dc.description.abstract This paper investigates the properties of an international real business cycle model with household production. We show that a model with disturbances to both market and household technologies reproduces the main regularities of the data and improves existing models in matching international consumption, investment and output correlations without irrealistic assumptions on the structure of international financial markets. Sensitivity analysis shows the robustness of the results to alternative specifications of the stochastic processes for the disturbances and to variations of unmeasured parameters within a reasonable range.
- dc.format.mimetype application/pdfca
- dc.identifier https://econ-papers.upf.edu/ca/paper.php?id=204
- dc.identifier.citation Journal of Economic Dynamics and Control, 22(4), 1998, 545-572
- dc.identifier.uri http://hdl.handle.net/10230/1253
- dc.language.iso eng
- dc.relation.ispartofseries Economics and Business Working Papers Series; 204
- dc.rights L'accés als continguts d'aquest document queda condicionat a l'acceptació de les condicions d'ús establertes per la següent llicència Creative Commons
- dc.rights.accessRights info:eu-repo/semantics/openAccess
- dc.rights.uri http://creativecommons.org/licenses/by-nc-nd/3.0/es/
- dc.subject.keyword household production
- dc.subject.keyword international business cycles
- dc.subject.keyword taste shocks
- dc.subject.keyword consumption correlations
- dc.subject.keyword Macroeconomics and International Economics
- dc.title International business cycles, financial markets and household productionca
- dc.type info:eu-repo/semantics/workingPaper