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Multivariate structural time series models with dual cycles : implications for measurement of output gap and potential growth
Moës, Philippe - 2008
enables hysteresis to be taken into account. Hysteresis is likely to show up in unemployment but it can also affect the … capital stock due to the existence of long investment cycles. In the proposed model, hysteresis may affect all the factor … be computed that are hysteresis-free and less prone to volatility. A complementary measure of the output gap that takes …
Persistent link: https://www.econbiz.de/10011610168
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Multivariate Structural Time Series Models with Dual Cycles : Implications for Measurement of Output Gap and Potential Growth
Moës, Philippe - 2010
enables hysteresis to be taken into account. Hysteresis is likely to show up in unemployment but it can also affect the … capital stock due to the existence of long investment cycles. In the proposed model, hysteresis may affect all the factor … be computed that are hysteresis-free and less prone to volatility. A complementary measure of the output gap that takes …
Persistent link: https://www.econbiz.de/10013137643
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Multivariate structural time series models with dual cycles : implications for measurement of output gap and potential growth
Moës, Philippe - 2008
Persistent link: https://www.econbiz.de/10003744977
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Chronic excess capacity and unemployment hysteresis in EU countries : a structural approach
Bassi, Federico - 2020
unemployment function. Our results provide evidence of chronic underutilization of productive capacity and hysteresis in …
Persistent link: https://www.econbiz.de/10012292864
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Excess capacity and hysteresis in EU Countries : a structural approach
Bassi, Federico - In: Structural change and economic dynamics 71 (2024), pp. 116-134
Persistent link: https://www.econbiz.de/10015426984
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A menu on output gap estimation methods
Álvarez, Luis J.; Gómez-Loscos, Ana - 2017
Persistent link: https://www.econbiz.de/10011784345
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Improving output gap estimation : a bottom-up approach
Rathke, Alexander; Streicher, Sina - 2023
We propose a multivariate Bayesian state space model to identify potential growth and the output gap consistent with the dynamics of the underlying production sectors of the economy and those of inflation and the labor market. Our approach allows us to decompose economic fluctuations and...
Persistent link: https://www.econbiz.de/10014427292
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Risk price decomposition and the output gap
Sakemoto, Ryuta - In: The financial review : the official publication of the … 60 (2025) 1, pp. 121-146
Persistent link: https://www.econbiz.de/10015166665
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Recessions and instable estimates of potential output
Dovern, Jonas; Zuber, Christopher - 2017
existence of substantial hysteresis effects of demand shocks. …
Persistent link: https://www.econbiz.de/10011798221
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Unoberserved components models for quarterly German GDP
Flaig, Gebhard - 2002
In this paper, an Unobserved Components Model is employed to decompose German real GDP into the trend, cycle and seasonal components and the working day effect. The most important findings are: 1) The growth rate of potential output declined from 4.2 per cent in the sixties to 1.4 per cent at...
Persistent link: https://www.econbiz.de/10011409368