The paper assesses the impact of adding information on financial cycles on the output gap estimates for eight advanced economies using two unobserved components models: a reduced form extended Hodrick-Prescott filter, and a standard semi-structural unobserved components model. To complement...

This paper proposes a piecewise-linear Kalman filter (PKF) to estimate DSGE models with occasionally binding constraints. This method expands the set of models suitable for nonlinear estimation. It straightforwardly handles missing data, non-singularity (more shocks than observed time series),...

Response management to the SARS-CoV-2 outbreak requires to answer several forecasting tasks. For hospital managers, a major one is to anticipate the likely needs of beds in intensive care in a given catchment area one or two weeks ahead, starting as early as possible in the evolution of the...