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Measuring Potential Output and Output Gap and Macroeconomic Policy: The Case of Kenya

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Author Info
Angelica E. Njuguna (Kenyatta University and KIPPRA)
Stephen N. Karingi (United Nations Economic Commission for Africa)
Mwangi S. Kimenyi (University of Connecticut)

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Abstract

Measuring the level of an economy.s potential output and output gap are essential in identifying a sustainable non-inflationary growth and assessing appropriate macroeconomic policies. The estimation of potential output helps to determine the pace of sustainable growth while output gap estimates provide a key benchmark against which to assess inflationary or disinflationary pressures suggesting when to tighten or ease monetary policies. These measures also help to provide a gauge in the determining the structural fiscal position of the government. This paper attempts to measure Kenya.s potential output and output gap using alternative statistical techniques and structural methods. Estimation of potential output and output gap using these techniques shows varied results. The estimated potential output growth using different methods gave a range of .2.9 to 2.4 percent for 2000 and a range of .0.8 to 4.6 for 2001. Although various methods produce varied results, they however provided a broad consensus on the over-all trend and performance of the Kenyan economy. This study found that firstly, potential output growth is declining over the recent time and secondly, the Kenyan economy is contracting in the recent years.

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Paper provided by University of Connecticut, Department of Economics in its series Working papers with number 2005-45.

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Length: 49 pages
Date of creation: Oct 2005
Date of revision:
Handle: RePEc:uct:uconnp:2005-45

Note: The authors would like to acknowledge the valuable research assistance provided by Paul Gachanja; and the helpful comments from the participants of the 8th Annual Conference on Econometric Modelling for Africa (University of Stellenbosch, South Africa, July 2003), particularly from Adrian Pagan, John Muellbauer, Stephen Hall and Nelene Ehlers; also of John Randa from KIPPRA.
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Find related papers by JEL classification:
N10 - Economic History - - Macroeconomics and Monetary Economics; Growth and Fluctuations - - - General, International, or Comparative
N17 - Economic History - - Macroeconomics and Monetary Economics; Growth and Fluctuations - - - Africa; Oceania
O47 - Economic Development, Technological Change, and Growth - - Economic Growth and Aggregate Productivity - - - Measurement of Economic Growth; Aggregate Productivity; Cross-Country Output Convergence

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  1. Dupasquier, Chantal & Guay, Alain & St-Amant, Pierre, 1999. "A Survey of Alternative Methodologies for Estimating Potential Output and the Output Gap," Journal of Macroeconomics, Elsevier, vol. 21(3), pages 577-595, July. [Downloadable!] (restricted)
  2. Robert G. King & Charles I. Plosser & James H. Stock & Mark W. Watson, 1991. "Stochastic trends and economic fluctuations," Working Paper Series, Macroeconomic Issues 91-4, Federal Reserve Bank of Chicago.
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  3. Harvey, A C & Jaeger, A, 1993. "Detrending, Stylized Facts and the Business Cycle," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 8(3), pages 231-47, July-Sept. [Downloadable!] (restricted)
  4. Watson, Mark W., 1986. "Univariate detrending methods with stochastic trends," Journal of Monetary Economics, Elsevier, vol. 18(1), pages 49-75, July. [Downloadable!] (restricted)
  5. Hodrick, Robert J & Prescott, Edward C, 1997. "Postwar U.S. Business Cycles: An Empirical Investigation," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 29(1), pages 1-16, February.
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  6. Blanchard, Olivier Jean & Quah, Danny, 1989. "The Dynamic Effects of Aggregate Demand and Supply Disturbances," American Economic Review, American Economic Association, vol. 79(4), pages 655-73, September. [Downloadable!] (restricted)
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  7. Douglas Staiger & James H. Stock & Mark W. Watson, 1996. "How Precise are Estimates of the Natural Rate of Unemployment?," NBER Working Papers 5477, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  8. Slevin, Geraldine, 2001. "Potential Output and the Output Gap in Ireland," Research Technical Papers 5/RT/01, Central Bank & Financial Services Authority of Ireland (CBFSAI). [Downloadable!]
  9. Guy Debelle & James Vickery, 1997. "Is the Phillips Curve a Curve? Some Evidence and Implications for Australia," RBA Research Discussion Papers rdp9706, Reserve Bank of Australia. [Downloadable!]
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  10. Paula De Masi, 1997. "IMF Estimates of Potential Output: Theory and Practice," IMF Working Papers 97/177, International Monetary Fund.
  11. Valerie Cerra & Sweta Chaman Saxena, 2000. "Alternative Methods of Estimating Potential Output and the Output Gap - An Application to Sweden," IMF Working Papers 00/59, International Monetary Fund.
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  1. S. Adnan H. A. S., Bukhari & Safdar Ullah, Khan, 2008. "Estimating Output Gap for Pakistan Economy:Structural and Statistical Approaches," MPRA Paper 9736, University Library of Munich, Germany, revised 20 Jun 2008. [Downloadable!]
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