We are thankful to Martin Eichenbaum and Robert Vigfusson, who kindly provided their data. We also thank Ken West (co-editor) and two anonymous referees for their helpful comments. Chang gratefully acknowledges the Research Grant of the School of Economics at Seoul National University. Schorfheide gratefully acknowledges financial support from the Alfred P. Sloan Foundation. GAUSS programs that implement the empirical analysis are available through the JMCB Data Archive. The views expressed herein are solely those of the authors and do not necessarily reflect the views of the Federal Reserve Bank of Kansas City or the Federal Reserve System.
Non-stationary Hours in a DSGE Model
Article first published online: 28 AUG 2007
Journal of Money, Credit and Banking
Volume 39, Issue 6, pages 1357–1373, September 2007
How to Cite
CHANG, Y., DOH, T. and SCHORFHEIDE, F. (2007), Non-stationary Hours in a DSGE Model. Journal of Money, Credit and Banking, 39: 1357–1373. doi: 10.1111/j.1538-4616.2007.00070.x
- Issue published online: 28 AUG 2007
- Article first published online: 28 AUG 2007
- Received August 17, 2005; and accepted in revised form June 6, 2006.
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