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Measuring the unmeasurable: unraveling the complexities of real-time output gap estimation

Pulido-Mahecha, Karen L.; Ángel, Sergio Restrepo-; … - 2024

Persistent link: https://www.econbiz.de/10015145531

The (un)reliability of real-time output gap estimates with revised data

Ince, Onur; Papell, David H. - In: Economic modelling 33 (2013), pp. 713-721

Persistent link: https://www.econbiz.de/10010194411

On money and output in the euro area : is money redundant?

Karfakis, Costas I. - In: International economic journal 27 (2013) 3, pp. 487-496

Persistent link: https://www.econbiz.de/10009791557

U.S. monetary policy and the predictability of global economic synchronization patterns

Balcilar, Mehmet; Demirer, Rıza - In: Journal of economics and finance : JEF 46 (2022) 3, pp. 473-492

Persistent link: https://www.econbiz.de/10013442199

Estimating the output gap after COVID : how to address unprecedented macroeconomic variations

Granados, Camilo; Parra-Amado, Daniel - In: Economic modelling 135 (2024), pp. 1-25

Persistent link: https://www.econbiz.de/10014549051

A sectoral approach to measuring output gap : evidence from 20 US Sectors over 1948-2020

Tercioğlu, Remzi Bariș - In: Macroeconomic dynamics 27 (2023) 4, pp. 1115-1137

Persistent link: https://www.econbiz.de/10014306714

Estimating the output gap in times of COVID-19

Durand, Luigi; Fornero, Jorge - In: Latin American journal of central banking : LAJCB 5 (2024) 4, pp. 1-26

We extend a standard multivariate filter used to estimate the Output Gap (OG) in Chile to account for large economic shocks, such as those observed during the COVID-19 crisis. We propose two methodological extensions. First, we introduce exogenous supply shocks in the dynamics of potential...

Persistent link: https://www.econbiz.de/10015357923

RGAP: output gap estimation in R

Streicher, Sina - 2022

Commission proposes a production function methodology that involves the estimation of two classes of Gaussian state space models … unobserved component models and offers frequentist as well as Bayesian estimation techniques. Additional functionalities include … preparation, model specification, and estimation processes using RGAP. …

Persistent link: https://www.econbiz.de/10013256541

Testing output gap and economic uncertainty as an explicator of stock market returns

Ahmad, Wasim; Sharma, Sumit Kumar - In: Research in international business and finance 45 (2018), pp. 293-306

Persistent link: https://www.econbiz.de/10011983273

Do Recessions Affect Potential Output?

Haltmaier, Jane T. - 2013

A number of previous studies have looked at the effect of financial crises on actual output several years beyond the crisis. The purpose of this paper is to examine whether the growth of potential output also is affected by recessions, whether or not they include financial crises. Trend per...

Persistent link: https://www.econbiz.de/10013083247