The Return to Capital and the Business Cycle

By Paul Gomme, B. Ravikumar, Peter Rupert. 2007

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Transmission of Monetary Policy with Heterogeneity in Household Portfolios (2018, methodology): “Capital premium: Gomme et al. (2011)’s return on capital minus the federal funds rate.”
Monetary and Macroprudential Policies in an Estimated Model with Financial Intermediation (2014, methodology): “…di¤erence of real investment, log di¤erence of real wage, log of hours worked, log di¤erence of the GDP de ator, the federal funds rate, the Gilchrist-Zakrajsek (2012) spread (GZ-spread, henceforth), log di¤erence of the real net worth, and the return to capital constructed by Gomme et al. (2011).”
HOUSING DYNAMICS OVER THE BUSINESS CYCLE (2016, unknown): “nonresidential capital is measured by (Gomme et al., 2011) to be 5.”
Credit Shocks and Aggregate Fluctuations in an Economy with Production Heterogeneity (2011, background): “If the rm of type (k; b; ") is able to adopt the decision rules in (20) and (22) without violating the nonnegativity of dividends, then it achieves the value from (24) above, and it exits the period indistinguishable from any other unconstrained rm that entered the period with (k; ").”