Improved output gap estimates and forecasts using a local linear regression
Marlon Fritz
| Year of publication: |
2022
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| Authors: | Fritz, Marlon |
| Published in: |
International economics : a journal published by CEPII (Center for research and expertise on the world economy). - [Amsterdam] : Elsevier, ISSN 2110-7017, ZDB-ID 1232628-8. - Vol. 172.2022, p. 157-167
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| Subject: | Business cycles | Nonparametric methods | Output gap | Trend identification | Produktionspotenzial | Potential output | Bruttoinlandsprodukt | Gross domestic product | Konjunktur | Business cycle | Schätzung | Estimation | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Nichtparametrisches Verfahren | Nonparametric statistics | Prognoseverfahren | Forecasting model | VAR-Modell | VAR model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.inteco.2022.09.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014339408