Estimating output gap: a beauty contest approach
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DOI: 10.1007/s13209-018-0181-5
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Cited by:
- Tommaso Proietti & Marco Fioramanti & Cecilia Frale & Libero Monteforte, 2020. "A Systemic Approach to Estimating the Output Gap for the Italian Economy," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 62(3), pages 465-493, September.
- Dmitrij Celov & Mariarosaria Comunale, 2022.
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Advances in Econometrics, in: Essays in Honour of Fabio Canova, volume 44, pages 99-146,
Emerald Group Publishing Limited.
- Mariarosaria Comunale & Dmitrij Celov, 2021. "Business cycles in the EU: A comprehensive comparison across methods," Bank of Lithuania Discussion Paper Series 26, Bank of Lithuania.
- Eddie Casey, 2019. "Inside the "Upside Down": Estimating Ireland's Output Gap," The Economic and Social Review, Economic and Social Studies, vol. 50(1), pages 5-34.
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More about this item
Keywords
Spanish economy; Output gap; Kalman filter; Business cycle;All these keywords.
JEL classification:
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
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