Showing 1 - 8 of 8
Persistent link: https://www.econbiz.de/10008987989
Persistent link: https://www.econbiz.de/10009546737
Persistent link: https://www.econbiz.de/10009242089
Persistent link: https://www.econbiz.de/10009705640
Persistent link: https://www.econbiz.de/10003332600
Persistent link: https://www.econbiz.de/10011708530
We propose a way to directly nowcast the output gap using the Beveridge-Nelson decomposition based on a mixed-frequency Bayesian VAR. The mixed-frequency approach produces similar but more timely estimates of the U.S. output gap compared to those based on a quarterly model, the CBO measure of...
Persistent link: https://www.econbiz.de/10012835725
We propose a way to directly nowcast the output gap using the Beveridge-Nelson decomposition based on a mixed-frequency Bayesian VAR. The mixed-frequency approach produces similar but more timely estimates of the U.S. output gap compared to those based on a quarterly model, the CBO measure of...
Persistent link: https://www.econbiz.de/10012824818