Semi-structural VAR and unobserved components models to estimate finance-neutral output gap
Year of publication: |
2020
|
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Authors: | Kátay, Gábor ; Kerdelhué, Lisa ; Lequien, Matthieu |
Publisher: |
Luxembourg : Publications Office of the European Union |
Subject: | unobserved components model | semi-structural VAR | output gap | financial cycle | sustainable growth | credit | house prices | advanced economies |
Series: | |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
ISBN: | 978-92-76-25082-1 |
Other identifiers: | 10.2760/033254 [DOI] 1742150233 [GVK] hdl:10419/249362 [Handle] RePEc:jrs:wpaper:202011 [RePEc] |
Classification: | C32 - Time-Series Models ; E32 - Business Fluctuations; Cycles ; E44 - Financial Markets and the Macroeconomy ; G01 - Financial Crises ; O11 - Macroeconomic Analyses of Economic Development ; O16 - Financial Markets; Saving and Capital Investment |
Source: |
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