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Semi-structural VAR and unobserved components models to estimate finance-neutral output gap

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The paper assesses the impact of adding information on financial cycles on the output gap estimates for eight advanced economies using two unobserved components models: a reduced form extended Hodrick-Prescott filter, and a standard semi-structural unobserved components model. To complement...

Persistent link: https://www.econbiz.de/10012320331