Time-varying uncertainty of the Federal Reserve's output gap estimate
Travis J. Berge
| Year of publication: |
January 2020
|
|---|---|
| Authors: | Berge, Travis J. |
| Publisher: |
Washington, D.C. : Divisions of Research & Statistics and Monetary Affairs, Federal Reserve Board |
| Subject: | Output gap | unobserved variables | real-time data | factor model | stochastic volatility | macroeconomic uncertainty | Produktionspotenzial | Potential output | Volatilität | Volatility | Bruttoinlandsprodukt | Gross domestic product | Faktorenanalyse | Factor analysis | Schätzung | Estimation | Stochastischer Prozess | Stochastic process | Wirtschaftsprognose | Economic forecast | Zeitreihenanalyse | Time series analysis | Risiko | Risk | Prognoseverfahren | Forecasting model | Konjunktur | Business cycle | Inflation |
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