Reliable real-time output gap estimates based on a modified Hamilton filter
Year of publication: |
2022
|
---|---|
Authors: | Quast, Josefine ; Wolters, Maik H. |
Subject: | Business cycle measurement | Inflation forecasting | Output growth forecasting | Potential output | Real-time data | Trend-cycle decomposition | Bruttoinlandsprodukt | Gross domestic product | Inflation | Produktionspotenzial | Prognoseverfahren | Forecasting model | Konjunktur | Business cycle | Zeitreihenanalyse | Time series analysis | Nationaleinkommen | National income | Frühindikator | Leading indicator | Wirtschaftswachstum | Economic growth | Messung | Measurement | Dekompositionsverfahren | Decomposition method | Schätzung | Estimation | Schätztheorie | Estimation theory |
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