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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
This paper builds an unobserved components model that combines a multivariate filter approach with a Cobb-Douglas production function. This combination allows potential output estimates to incorporate more economic structure than the traditional production function approach, while retaining the...
Persistent link: https://www.econbiz.de/10012429180
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Three essays on econometrics
Kim, Myungsup - 2005
Persistent link: https://www.econbiz.de/10003905358
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Local exponential frontier estimation
Martins-Filho, Carlos; Torrent, Hudson S.; Ziegelmann, … - In: Brazilian review of econometrics : BRE ; the review of … 33 (2013) 2, pp. 171-216
Persistent link: https://www.econbiz.de/10011538656
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A constrained state space approach for estimating firm efficiency
Kutlu, Levent - In: Economics letters 152 (2017), pp. 54-56
Persistent link: https://www.econbiz.de/10011801140
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Advances in Applied Econometrics : Celebrating Peter Schmidt's Legacy
Kumbhakar, Subal (ed.); Sickles, Robin C. (ed.);  … - 2024
econometrics and features 25 contributions on topics such as panel data econometrics, stochastic frontier analysis and efficiency …
Persistent link: https://www.econbiz.de/10015177955
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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 the dynamics of the underlying production sectors of the economy and those of inflation and the labor market. Our approach allows us to decompose economic fluctuations and...
Persistent link: https://www.econbiz.de/10014427292
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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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A Spatial Autoregressive Production Frontier Model for Panel Data : With an Application to European Countries
Glass, Anthony; Glass, Karligash; Sickles, Robin C. - 2013
In this paper we merge techniques from the efficiency literature with spatial econometric techniques. In particular, we … combine calculation of efficiency from the unit speci c effects with the spatial lag model to develop a spatial autoregressive … frontier model for panel data. Features of the modeling include time-varying efficiency and estimation of own and spillover …
Persistent link: https://www.econbiz.de/10014160248
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Estimates of Russia's potential output
Janíčko, Martin; Maleček, Petr; Janíčko, Pavel - In: Mokslo darbai / Vilniaus Universitetas 100 (2021) 2, pp. 84-100
Taking into consideration the specifics of the Russian economy such as dependency on oil and gas drilling & production, and including the current context of the Western sanctions, COVID-19 pandemic, as well as somewhat idiosyncratic potential output development, the main aim of this paper is to...
Persistent link: https://www.econbiz.de/10012887941
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Estimation of a production function with domestic and foreign capital stock
Ziesemer, Thomas - 2022
Persistent link: https://www.econbiz.de/10013188417