Estimating Potential Output with a Multivariate Filter

This paper develops a simple model for measuring potential output that uses data on inflation, unemployment, and capacity utilization. We apply the model to 10 countries, in addition to the United States and the euro area. While there is a substantial amount of uncertainty around our estimates, we find that the financial crisis has resulted in a reduction in potential output

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Year of publication:	2011
Authors:	Beneš, Jaromír
Other Persons:	Clinton, Kevin (contributor) ; Garcia-Saltos, Roberto (contributor) ; Johnson, Marianne (contributor) ; Laxton, Douglas (contributor) ; Manchev, Peter B. (contributor) ; Matheson, Troy (contributor)
Publisher:	[2011]: [S.l.] : SSRN
Subject:	Produktionspotenzial \| Potential output \| Multivariate Analyse \| Multivariate analysis \| Schätztheorie \| Estimation theory \| Schätzung \| Estimation

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Extent:	1 Online-Ressource (38 p)
Series:	IMF Working Papers, Vol. , pp. 1-37, 2010
Type of publication:	Book / Working Paper
Language:	English
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 2010 erstellt
Other identifiers:	10.2139/ssrn.1751398 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013130827