Improving output gap estimation: A bottom-up approach
Year of publication: |
2023
|
---|---|
Authors: | Rathke, Alexander ; Streicher, Sina |
Publisher: |
Zurich : ETH Zurich, KOF Swiss Economic Institute |
Subject: | Bayesian state space model | business cycle measurement | Gibbs sampling | output gap | potential output | production sectors |
Series: | KOF Working Papers ; 513 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 10.3929/ethz-b-000642427 [DOI] 1870637585 [GVK] hdl:10419/283444 [Handle] |
Classification: | C11 - Bayesian Analysis ; C32 - Time-Series Models ; C51 - Model Construction and Estimation ; E23 - Production ; E24 - Employment; Unemployment; Wages ; E32 - Business Fluctuations; Cycles ; R11 - Regional Economic Activity: Growth, Development, and Changes |
Source: |
-
Improving output gap estimation : a bottom-up approach
Rathke, Alexander, (2023)
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Global and local components of output gaps
Eckert, Florian, (2021)
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RGAP: output gap estimation in R
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