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A Menu on Output Gap Estimation Methods
Álvarez, Luis J. - 2017
other variables, based on economic theory. We present the main advantages and drawbacks of the different methods …
Persistent link: https://www.econbiz.de/10012955650
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A multivariate filter to estimate potential output and NAIRU for the Maltese economy
Micallef, Brian - In: International journal of economics and finance 8 (2016) 5, pp. 13-22
Persistent link: https://www.econbiz.de/10011487244
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Estimating time-varying potential output and NAIRU using a multivariate filter for Turkey
Gökcü, Mert - 2021
Persistent link: https://www.econbiz.de/10013170985
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Estimating potential output and the output gap in Slovenia using an unobserved components model
Radovan, Jan - 2020
Persistent link: https://www.econbiz.de/10012249846
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Bayesian comparison of production function-based and time-series GDP models
Osiewalski, Jacek; Wróblewska, Justyna; Makieła, Kamil - In: Empirical economics : a journal of the Institute for … 58 (2020) 3, pp. 1355-1380
Persistent link: https://www.econbiz.de/10012219593
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The trend-cycle decomposition of output and the Phillips curve : Bayesian estimates for Italy and the Euro area
Busetti, Fabio; Caivano, Michele - In: Empirical economics : a journal of the Institute for … 50 (2016) 4, pp. 1565-1587
Persistent link: https://www.econbiz.de/10011481732
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Combining Hodrick-Prescott filtering with a production function approach to estimate output gap
Areosa, Marta Baltar Moreira (contributor) - 2008
Persistent link: https://www.econbiz.de/10003749401
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A multivariate unobserved components model to estimate potential output in the euro area : a production function based approach
Tóth, Máté - 2021
assumes common trends for a few variables and allows for hysteresis effects. The model is estimated on aggregate euro area …
Persistent link: https://www.econbiz.de/10012429180
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Improved output gap estimates and forecasts using a local linear regression
Fritz, Marlon - In: International economics : a journal published by CEPII … 172 (2022), pp. 157-167
Persistent link: https://www.econbiz.de/10014339408
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Projecting potential output : methods and problems
Hauptmeier, Sebastian; Heinemann, Friedrich; Kappler, Marcus - 2009
Persistent link: https://www.econbiz.de/10009490458