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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

Multivariate filter estimation and ARDL model analysis of China's potential output

Dong, Qi; Liu, Xiangbo - In: Applied economics letters 25 (2018) 18, pp. 1327-1332

Persistent link: https://www.econbiz.de/10012135401

Estimating time-varying potential output and NAIRU using a multivariate filter for Türkiye

Gökcü, Mert - In: Central Bank review / Central Bank of the Republic of Turkey 24 (2024) 2, pp. 1-12

This paper extends the multivariate filter approach for estimating potential output and NAIRU developed for Türkiye by integrating the capacity utilization block into the model. The model gives more negative estimates of the output gap and smaller estimates of NAIRU in recession periods...

Persistent link: https://www.econbiz.de/10014574478

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

Reliable real-time output gap estimates based on a modified Hamilton filter

Quast, Josefine; Wolters, Maik H. - 2020

We propose a simple modification of Hamilton’s (2018) time series filter that yields reliable and economically meaningful real-time output gap estimates. The original filter relies on 8 quarter ahead forecast errors of a simple autoregression of real GDP. While this approach yields a cyclical...

Persistent link: https://www.econbiz.de/10012233667

Estimating potential output and the output gap in Slovenia using an unobserved components model

Radovan, Jan - 2020

Persistent link: https://www.econbiz.de/10012249846

RGAP: output gap estimation in R

Streicher, Sina - 2022

Commission proposes a production function methodology that involves the estimation of two classes of Gaussian state space models … unobserved component models and offers frequentist as well as Bayesian estimation techniques. Additional functionalities include … preparation, model specification, and estimation processes using RGAP. …

Persistent link: https://www.econbiz.de/10013256541

A semi-structural method to estimate potential output : combining economic theory with a time-series filter

Butler, Leo - 1996

Persistent link: https://www.econbiz.de/10000617661

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

Measuring the unmeasurable: unraveling the complexities of real-time output gap estimation

Pulido-Mahecha, Karen L.; Ángel, Sergio Restrepo-; … - 2024

Persistent link: https://www.econbiz.de/10015145531