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:	2010
Institutions:	International Monetary Fund ; International Monetary Fund (contributor)
Publisher:	Washington, D.C : International Monetary Fund
Subject:	Produktionspotenzial \| Potential output \| Multivariate Analyse \| Multivariate analysis \| Schätztheorie \| Estimation theory \| Schätzung \| Estimation

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Estimating Potential Output with a Multivariate Filter. - Washington, D.C. : International Monetary Fund, 2010

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