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Improving output gap estimation: A bottom-up approach
Rathke, Alexander
;
Streicher, Sina
-
2023
We propose a multivariate
Bayesian
state
space
model
to identify potential growth and the output gap consistent with …
Persistent link: https://www.econbiz.de/10014476276
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2
Global and local components of output gaps
Eckert, Florian
;
Mühlebach, Nina
-
2021
estimates. To restrict the parameter space in the
Bayesian
state
space
model
, we apply a stochastic search variable selection …
Persistent link: https://www.econbiz.de/10012888677
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