Forecasting output gaps in the G-7 countries : the role of correlated innovations and structural breaks
Year of publication: |
September 2017
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Authors: | Dungey, Mardi H. ; Jacobs, Jan ; Tian, Jing |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 49.2017, 45, p. 4554-4566
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Subject: | Trend | output gap | trend-cycle decomposition | real GDP | forecasts | structural break | Strukturbruch | Structural break | G7-Staaten | G7 countries | Bruttoinlandsprodukt | Gross domestic product | Nationaleinkommen | National income | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Konjunktur | Business cycle | Produktionspotenzial | Potential output | Wirtschaftsprognose | Economic forecast |
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