Estimating the potential output of the euro area with a semi-structural multivariate Hodrick-Prescott filter
Year of publication: |
2005-11-11
|
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Authors: | LEMOINE, Matthieu ; CHAGNY, Odile |
Institutions: | Society for Computational Economics - SCE |
Subject: | potential output | output gap | production function | multivariate filters | unobserved components models |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | The text is part of a series Computing in Economics and Finance 2005 Number 344 |
Classification: | C32 - Time-Series Models ; E23 - Production ; E32 - Business Fluctuations; Cycles |
Source: |
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