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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

A century of gaps : untangling business cycles from secular trends

Constantinescu, Mihnea; Nguyen, Anh D. M. - In: Economic modelling 100 (2021), pp. 1-17

Persistent link: https://www.econbiz.de/10012795846

Japan's output gap estimation and l 1 trend filtering

Yamada, Hiroshi; Jin, Lan - In: Empirical economics : a journal of the Institute for … 45 (2013) 1, pp. 81-88

Persistent link: https://www.econbiz.de/10009779247

Estimating the output gap using business survey data : a bivariate structural time series model for the German economy

Flaig, Gebhard; Ploetscher, Claudia - 2000

This paper deals with the estimation of the output gap. We use uni- and bivariate unobserved components models in order … ifo business assessment variable as an indicator for the cycle the estimation of the output gap is much more precise and …

Persistent link: https://www.econbiz.de/10009781503

Unemployment or credit : which one holds the potential? : results for a small open economy with a low degree of financialization

Constantinescu, Mihnea; Nguyen, Anh D. M. - In: Economic systems 42 (2018) 4, pp. 649-664

Persistent link: https://www.econbiz.de/10012257398

Estimating output gap : a beauty contest approach

Cuerpo, Carlos; Cuevas, Ángel; Quilis, Enrique M. - In: SERIEs : Journal of the Spanish Economic Association 9 (2018) 3, pp. 275-304

Over the last decades, the estimation of the slack in the economy has become an essential piece of analysis for … policymakers, both on the monetary policy and the fiscal policy front. Output gap estimation techniques have flourished accordingly …

Persistent link: https://www.econbiz.de/10011967415

Output gaps, inflation and financial cycles in the UK

Melolinna, Marko; Tóth, Máté - In: Empirical economics : a journal of the Institute for … 56 (2019) 3, pp. 1039-1070

Persistent link: https://www.econbiz.de/10012041692

Semi-structural VAR and unobserved components models to estimate finance-neutral output gap

Kátay, Gábor; Kerdelhué, Lisa; Lequien, Matthieu - 2020

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...

Persistent link: https://www.econbiz.de/10012320331

Multivariate filter for estimating potential output and output gap in Turkey

Andiç, Selen - Türkiye Cumhuriyet Merkez Bankası - 2018

Persistent link: https://www.econbiz.de/10011868187

Do the Hamilton and Beveridge-Nelson filters provide the same information about output gaps? : an empirical comparison for practitioners

Biolsi, Christopher - In: Journal of macroeconomics 75 (2023), pp. 1-31

Persistent link: https://www.econbiz.de/10014423934