Estimating and accounting for the output gap with large Bayesian vector autoregressions
James morley (University of New South Wales and Centre for Applied Macroeconomic Analysis, ANU), Benjamin Wong (Reserve Bank of New Zealand and Centre for Applied Macroeconomic Analysis, ANU)
| Year of publication: |
July 2017
|
|---|---|
| Authors: | Morley, James C. ; Wong, Benjamin |
| Publisher: |
Canberra : Centre for Applied Macroeconomic Analysis, The Australian National University |
| Subject: | Beveridge-Nelson decomposition | output gap | Bayesian estimation | multivariate information | VAR-Modell | VAR model | Bayes-Statistik | Bayesian inference | Bruttoinlandsprodukt | Gross domestic product | Produktionspotenzial | Potential output | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Dekompositionsverfahren | Decomposition method | Schätzung | Estimation |
| Extent: | 1 Online-Ressource (circa 43 Seiten) Illustrationen |
|---|---|
| Series: | CAMA working paper series. - Canberra : [Verlag nicht ermittelbar], ZDB-ID 2468679-7. - Vol. 2017, 46 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011747292