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Detrending and business cycle facts

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FAQ: how do I extract the output gap?

Canova, Fabio - 2020

I study potentials and gaps, permanent and transitory fluctuations in macroeconomic variables using the Smets and Wouter (2007) model. Model-based gaps display low frequency variations; possess more than business cycle fluctuations; have similar frequency representation as potentials, and are...

Persistent link: https://www.econbiz.de/10012161496