% Table of Contents for job `model' -- Created at 2006/4/27 16:23 % ==================================== \TOCitem{1} {\TOCsID{1.}RBC Model with Unit-Root Technology} {1}% \TOCitem{2} {\TOCsID{1.1.}First-order conditions} {2}% \TOCitem{2} {\TOCsID{1.2.}Log-linear computation} {3}% \TOCitem{2} {\TOCsID{1.3.}The Model's Moving Average} {5}% \TOCitem{1} {\TOCsID{2.}VARs and the 2-Shock Version of the Model} {6}% \TOCitem{2} {\TOCsID{2.1.}The Decision Functions} {6}% \TOCitem{2} {\TOCsID{2.2.}The Model's Moving Average} {9}% \TOCitem{2} {\TOCsID{2.3.}Special Property of the $D$'s} {10}% \TOCitem{2} {\TOCsID{2.4.}VAR Coefficients} {10}% \TOCitem{2} {\TOCsID{2.5.}Proposition 1: Model has infinite-order VAR} {11}% \TOCitem{2} {\TOCsID{2.6.}Blanchard-Quah Identification} {13}% \TOCitem{3} {\TOCsID{2.6.1.}Sign convention on $A_0(1,1)$} {15}% \TOCitem{3} {\TOCsID{2.6.2.}Sign convention on $\mathaccent "7016 A(1,1)$} {15}% \TOCitem{3} {\TOCsID{2.6.3.}Full solution} {15}% \TOCitem{3} {\TOCsID{2.6.4.}Cholesky decomposition} {16}% \TOCitem{2} {\TOCsID{2.7.}Proposition 2: OLS Results} {16}% \TOCitem{2} {\TOCsID{2.8.}The Propositions for Two Special Cases} {19}% \TOCitem{3} {\TOCsID{2.8.1.}Proposition 3a: No capital in the model} {19}% \TOCitem{3} {\TOCsID{2.8.2.}Proposition 3b: Only one shock} {20}% \TOCitem{1} {\TOCsID{3.}VAR versus VARMA} {23}%