Determinants of business cycles in small scale macroeconomic models: the German case View Full Text


Ontology type: schema:ScholarlyArticle      Open Access: True


Article Info

DATE

2006-11

AUTHORS

Alfred Maussner, Julius Spatz

ABSTRACT

We identify measures of shocks to total factor productivity and preferences from two real business cycle models and subject them to Granger causality tests to see whether they can be considered exogenous to other plausible sources of the German business cycle. For West German data from 1960.i to 1989.iv we conclude that our measures of shocks are indeed exogenous. This contrasts with similar studies for other countries that question the exogeneity of either productivity or preference shocks. For the period 70.i to 01.iv we find that M3 Granger causes all of our shock measures. We attribute this to the breaks in our time series associated with the German reunification in 1990 and the European Monetary Union in 1999. More... »

PAGES

921-950

References to SciGraph publications

Journal

TITLE

Empirical Economics

ISSUE

4

VOLUME

31

Author Affiliations

Identifiers

URI

http://scigraph.springernature.com/pub.10.1007/s00181-006-0062-9

DOI

http://dx.doi.org/10.1007/s00181-006-0062-9

DIMENSIONS

https://app.dimensions.ai/details/publication/pub.1017421820


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