Reliable real-time output gap estimates based on a modified Hamilton filter
Josefine Quast and Maik H. Wolters
| Year of publication: |
2022
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|---|---|
| Authors: | Quast, Josefine ; Wolters, Maik H. |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 40.2022, 1, p. 152-168
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| Subject: | Business cycle measurement | Inflation forecasting | Output growth forecasting | Potential output | Real-time data | Trend-cycle decomposition | Bruttoinlandsprodukt | Gross domestic product | Produktionspotenzial | Prognoseverfahren | Forecasting model | Inflation | Zeitreihenanalyse | Time series analysis | Konjunktur | Business cycle | Nationaleinkommen | National income | Wirtschaftsprognose | Economic forecast | Schätzung | Estimation | Wirtschaftswachstum | Economic growth | Messung | Measurement |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2020.1784747 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012804095