We employ a neoclassical business-cycle model which
builds on the Greenwood, Hercowitz, and Huffman (1988) variable-utilization framework
to study two sources of business-cycle fluctuations: marginal efficiency of investment
shocks, and total factor productivity shocks. The parameters of the model are
estimated using a Bayesian procedure which accommodates prior uncertainty about
their magnitudes; from these estimates, posterior distributions of the two shocks
are obtained. The postwar U.S. experience suggests that both shocks are important
in understanding fluctuations, but that total factor productivity shocks are primarily
responsible for beginning and ending recessions.