Do the Hamilton and Beveridge-Nelson filters provide the same information about output gaps? : an empirical comparison for practitioners
Christopher Biolsi
| Year of publication: |
2023
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| Authors: | Biolsi, Christopher |
| Published in: |
Journal of macroeconomics. - Amsterdam [u.a.] : Elsevier, ISSN 0164-0704, ZDB-ID 796245-9. - Vol. 75.2023, p. 1-31
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| Subject: | Hamilton filter | Beveridge-Nelson filter | Out-of-sample forecasts | Output gap | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Bruttoinlandsprodukt | Gross domestic product | Produktionspotenzial | Potential output | Zustandsraummodell | State space model | Theorie | Theory | Frühindikator | Leading indicator |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jmacro.2022.103496 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014423934