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Modelling and forecasting exchange rates with a Bayesian time-varying coefficient model

Canova, Fabio - In: Journal of economic dynamics & control 17 (1993) 1, pp. 233-261

Persistent link: https://www.econbiz.de/10001136220

Price smoothing policies : a welfare analysis

Canova, Fabio - In: Journal of monetary economics 30 (1992) 2, pp. 255-275

Persistent link: https://www.econbiz.de/10001138893

An alternative approach to modeling and forecasting seasonal time series

Canova, Fabio - In: Journal of business & economic statistics : JBES ; a … 10 (1992) 1, pp. 97-108

Persistent link: https://www.econbiz.de/10001120241

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