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The Reliability of Canadian Output Gap Estimates

Cayen, Jean-Philippe - 2016

Persistent link: https://www.econbiz.de/10012991362

Nonlinear Credit Dynamics, Regime Switches in the Output Gap and Supervisory Shocks

Lucidi, Francesco Simone - 2019

Over the last two decades the intensity of credit standards' tightening during economic contractions has exceeded their easing during expansions among euro area banks. This mechanism is fed by the boom-bust cycle of credit that, as much research has shown, is linked to financial instability with...

Persistent link: https://www.econbiz.de/10012865060

Output Gap Estimation Uncertainty : Extracting the TFP Cycle Using an Aggregated PMI Series

Clancy, Daragh - 2019

methods applied for their estimation are as accurate as possible. A bivariate Kalman Filter (KF) model using capacity … the first-best approach for future TFP cycle estimation. This paper compares the existing method to an approach which uses …, and that this new approach leads to a reduction in the total estimation error variance and revisions required to TFP cycle …

Persistent link: https://www.econbiz.de/10012866790

Predicting recessions with a frontier measure of output gap : an application to Italian economy

Mastromarco, Camilla; Simar, Léopold; Zelenyuk, Valentin - In: Empirical economics : a quarterly journal of the … 60 (2021) 6, pp. 2701-2740

Persistent link: https://www.econbiz.de/10012585679

An output gap measure for the euro area : exploiting country-level and cross-sectional data heterogeneity

González-Astudillo, Manuel - In: European economic review : EER 120 (2019), pp. 1-20

Persistent link: https://www.econbiz.de/10012264066

Time-varying uncertainty of the Federal Reserve's output gap estimate

Berge, Travis J. - 2020

Persistent link: https://www.econbiz.de/10012388292

Estimating Malaysia's output gap : have we closed the gap?

Nur Ain Shahrier; Chuah Lay Lian - In: The Singapore economic review : journal of the Economic … 64 (2019) 3, pp. 647-674

Persistent link: https://www.econbiz.de/10012126448

The Great Recession and Okun's law

Grant, Angelia L. - In: Economic modelling 69 (2018), pp. 291-300

Persistent link: https://www.econbiz.de/10012016180

"Mismatch" in the labor market and inflation : an integrative model with lessons from the Spanish experience

Pérez Trujillo, Manuel; Ruesga, Santos M.; Sell, … - 2018

The Great Recession (2009/10) resulted in the need of different economic policies and structural reforms to boost economic growth both in the advanced and in the emerging economies. In this paper, we start from a theoretical concept that is relatively new - the modified output gap (MOG), based...

Persistent link: https://www.econbiz.de/10011946383

A century of gaps : untangling business cycles from secular trends

Constantinescu, Mihnea; Nguyen, Anh D. M. - In: Economic modelling 100 (2021), pp. 1-17

Persistent link: https://www.econbiz.de/10012795846