Structural vector autoregressive (SVAR) based estimates of the euro area output gap : theoritical considerations and empirical evidence : 2016 edition

This paper analyses alternative constraints in Structural VAR models allowing for the decomposition between permanent and transitory components. Alternative SVAR specifications are then compared in a real-time exercise using the HP filter as a benchmark.

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Year of publication:	2016 ; 2016 edition
Other Persons:	Mazzi, Gian Luigi (contributor) ; Michell, James (contributor) ; Moauro, Filippo (contributor)
Institutions:	European Commission / Statistical Office of the European Union (issuing body)
Publisher:	Luxembourg : Publications Office
Subject:	Eurozone \| Euro area \| VAR-Modell \| VAR model \| Schätzung \| Estimation \| EU-Staaten \| EU countries \| Bruttoinlandsprodukt \| Gross domestic product \| Produktionspotenzial \| Potential output \| Inflation

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Extent:	1 Online-Ressource (28 p.) ill., tab..
Type of publication:	Book / Working Paper
Language:	English
Notes:	Bibl. : p. 27-28
ISBN:	978-92-79-60293-1
Other identifiers:	10.2785/764491 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10015293925