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Finance, potential output and the business cycle : empirical evidence from selected advanced and CESEE economies
Bernhofer, Dominik; Fernández-Amador, Octavio; … - In: Focus on European economic integration (2014) 2, pp. 52-75
Persistent link: https://www.econbiz.de/10010363886
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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
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Data uncertainty, the output gap and monetary policy in the United Kingdom
Chamberlin, Graeme - In: International journal of economics and finance 7 (2015) 1, pp. 129-146
Persistent link: https://www.econbiz.de/10010471693
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The Phillips Curve: (in)stability, the role of credit, and implications for potential output measurement
Schleer, Frauke; Kappler, Marcus - 2014
potential output overestimated) before the recent crisis. It is fair to say that the employed estimation techniques failed to … into account in conventional methods for the estimation of potential output and the output gap. Since both, potential …
Persistent link: https://www.econbiz.de/10010416360
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Structural estimation of the output gap : a Bayesian DSGE approach for the US economy
Hirose, Yasuo (contributor); Naganuma, Saori (contributor) - 2007
Persistent link: https://www.econbiz.de/10003587316
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Structural estimation of the output gap : a Bayesian DSGE approach
Hirose, Yasuo; Naganuma, Saori - In: Economic inquiry : journal of the Western Economic … 48 (2010) 4, pp. 864-879
Persistent link: https://www.econbiz.de/10008760546
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Visualizing the Invisible : Estimating the New Keynesian Output Gap via a Bayesian Approach
Willems, Tim - 2011
trend from cycle via Bayesian estimation of a New Keynesian model, augmented with an unobserved components model for output …
Persistent link: https://www.econbiz.de/10013134443
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The trend-cycle decomposition of output and the Phillips curve : Bayesian estimates for Italy and the Euro area
Busetti, Fabio; Caivano, Michele - In: Empirical economics : a journal of the Institute for … 50 (2016) 4, pp. 1565-1587
Persistent link: https://www.econbiz.de/10011481732
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Global and local components of output gaps
Eckert, Florian; Mühlebach, Nina - 2021
This paper proposes a multi-level dynamic factor model to identify common components in output gap estimates. We pool multiple output gap estimates for 157 countries and decompose them into one global, eight regional, and 157 country-specific cycles. Our approach easily deals with mixed...
Persistent link: https://www.econbiz.de/10012663182
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Global and local components of output gaps
Eckert, Florian; Mühlebach, Nina - In: Empirical economics : a quarterly journal of the … 65 (2023) 5, pp. 2301-2331
Persistent link: https://www.econbiz.de/10014388930