Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/67826
Authors: 
Gregory, Allan W.
Smith, Gregor W.
Year of Publication: 
1995
Series/Report no.: 
Queen's Economics Department Working Paper 1254
Abstract: 
We outline in turn criticisms made by econometricians of the methods used in empirical business-cycle research and then criticisms made by business-cycle researchers of some methods used by econometricians. The aim is to clarify and in some cases correct these criticisms. Overall there is no conflict in using rigourous statistical procedures to study modern dynamic stochastic general equilibrium models. We also provide a concise bibliography of recent research on statistical methods for business-cycle models.
Subjects: 
business cycles
time-series econometrics
JEL: 
C18
E32
Document Type: 
Working Paper

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