standard RBC exercise

The country assigned to me was USA, and this is the results I got.

Table ] Business cycle statistics for the US Economy Standard deviation Relative standard First-order Contmtpomneous deviation autocorrelatiou correlation with output Y 1.8l 1.00 0.84 1.00 C 1.35 0.74 0.80 0.88 I 5.30 2.93 0.87 0.80 N 1.79 0.99 0.88 0.88 YIN 1.02 0.56 0.74 0.55 w 0.68 0.38 0.66 0.12 r 0.30 0.16 0.60 0.35 A 0.98 0.54 0.74 0.78 a All variables are in logarithms (with the exception of the real interest rate) and have been detrended with the HP lter. Data sources are described in Stock and Watson (1999), who created the real rate using VAR ination expectations. Our notation in this table corresponds to that in the text, so that Y is per capita output, C is per capita consumption, 1' is per capita investment, N is per capita hours, w is the real wage (compensation per hour}, r is the real interest rate, and A is total factor productivity. Table 3 Business cycle statistics for basic RBC model ab Standard deviation Relative standard First-order Contemporaneous deviation autocorrelation correlation with output 1.39 1.00 0.72 1.00 0.61 0:44 0.79 0.94 4.09 NZNON 2.95 0.71 0.99 0.67 0.48 0.71 0.97 0.75 0.54 0.76 0.98 W 0.75 0.54 0.76 0.98 0.05 0.04 0.71 0.95 0.94 0.68 0.72 1.00 All variables have been logged (with the exception of the real interest rate) and detrended with the HP filter. The moments in this table are population moments computed from the solution of the model. Prescott (1986) produced multiple simulations, each with the same number of observations available in the data, and reported the average HP-filtered moments across these simulations.