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Firms' confidence and Okun's law in OECD countries

Mendonça, Helder Ferreira de; Oliveira, Diego Silveira … - In: Economic modelling 78 (2019), pp. 98-107

Persistent link: https://www.econbiz.de/10012198892

The impact of the output gap on the unemployment rate : evidence from Mexico, 1987q1-2018q4

Garcìa-Ramos, Manuel - In: Ecos de economía 23 (2019) 48, pp. 4-15

Persistent link: https://www.econbiz.de/10012212316

Which output gap estimates are stable in real time and why?

Barbarino, Alessandro; Berge, Travis J.; Chen, Han; … - 2020

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Reconciling output gaps : unobserved components model and Hodrick-Prescott filter

Chan, Joshua; Grant, Angelia L. - 2016

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Bayesian analysis of output gap in Barbados

Agbeyegbe, Terence D. - In: Latin American journal of central banking : LAJCB 1 (2020) 1/4, pp. 1-14

This article contributes to understanding the performance of various unobserved components (UC) models in fitting Barbados’ real GDP. Relying on recent UC models techniques, it finds support for the UC model that captures correlated disturbances, but not for the model that does not. The best...

Persistent link: https://www.econbiz.de/10012545648

Reliable real-time output gap estimates based on a modified Hamilton filter

Quast, Josefine; Wolters, Maik H. - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 1, pp. 152-168

Persistent link: https://www.econbiz.de/10012804095

A menu on output gap estimation methods

Álvarez, Luis J.; Gómez-Loscos, Ana - In: Journal of policy modeling : JPMOD ; a social science … 40 (2018) 4, pp. 827-850

Persistent link: https://www.econbiz.de/10012053534

Agnostic output gap estimation and decomposition in large cross-sections

Eckert, Florian; Sarferaz, Samad - 2019

equally in terms of parameter estimation. Based on this feature we show how to extract common trends and cycles from the data …

Persistent link: https://www.econbiz.de/10012137316

Realtime reliable output gap estimates based on a forecast augmented Hodrick-Prescott filter

Porcellotti, Giacomo - 2024

Persistent link: https://www.econbiz.de/10014576791

Okun's law in the US : new insights in time and frequency

Mutascu, Mihai; Sokic, Alexandre - In: The quarterly review of economics and finance : journal … 82 (2021), pp. 207-222

Persistent link: https://www.econbiz.de/10013258468