Measuring the Euro area output gap using a multivariate unobserved components model containing phase shifts
Year of publication: |
2012
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Authors: | Chen, Xiaoshan ; Mills, Terence C. |
Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 43.2012, 2, p. 671-692
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Subject: | Produktionspotenzial | Potential output | Bruttoinlandsprodukt | Gross domestic product | Industrieproduktion | Industrial production | Konjunktur | Business cycle | Zeitreihenanalyse | Time series analysis | Zustandsraummodell | State space model | Eurozone | Euro area | 1970-2009 |
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