| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5067562 | European Economic Review | 2007 | 25 Pages |
Abstract
Stochastic simulations performed on a calibrated version of the model show that pure demand expectation shocks may generate business cycle statistics that are not inconsistent with the observed ones.
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Jean-François Fagnart, O. Pierrard, Henri R. Sneessens,