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Citations for "Estimating Potential Output as a Latent Variable"

by Kuttner, Kenneth N

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Cited by (explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.):
  1. Camille Logeay & Silke Tober, 2003. "Time-Varying Nairu and Real Interest Rates in the Euro Area," Economics Working Papers 024, European Network of Economic Policy Research Institutes. [Downloadable!]
  2. Gabor Vadas & Zsolt Darvas, 2005. "Univariate Potential Output Estimations for Hungary," Macroeconomics 0512009, EconWPA. [Downloadable!]
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  3. Andreas Billmeier, 2004. "Measuring a Roller Coaster: Evidence on the Finnish Output Gap," IMF Working Papers 04/57, International Monetary Fund. [Downloadable!]
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  4. Christophe Planas & Alessandro Rossi, 2004. "Can inflation data improve the real-time reliability of output gap estimates?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 19(1), pages 121-133. [Downloadable!]
  5. Athanasios Orphanides & Simon van Norden, 1999. "The reliability of output gap estimates in real time," Finance and Economics Discussion Series 1999-38, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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  6. Alain DeSerres & Alain Guay & Pierre St-Amant, 1995. "Estimating and Projecting Potential Output Using Structural VAR Methodology," Macroeconomics 9504003, EconWPA. [Downloadable!]
  7. Damjan Pfajfar & Emiliano Santoro, 2007. "Heterogeneity, Asymmetries and Learning in InfIation Expectation Formation: An Empirical Assessment," Money Macro and Finance (MMF) Research Group Conference 2006 123, Money Macro and Finance Research Group. [Downloadable!]
  8. Jens D J Larsen & Jack McKeown, 2003. "The informational content of empirical measures of real interst rate and output gaps for the United Kingdom," BIS Papers chapters, in: Bank for International Settlements (ed.), Monetary policy in a changing environment, volume 19, pages 414-442 Bank for International Settlements. [Downloadable!]
  9. Andrew Rennison, 2003. "Comparing Alternative Output-Gap Estimators: A Monte Carlo Approach," Working Papers 03-8, Bank of Canada. [Downloadable!]
  10. Felipe Morandé & Mauricio Tejada, 2008. "Sources of Uncertainty for Conducting Monetary Policy in Chile," Working Papers Central Bank of Chile 492, Central Bank of Chile. [Downloadable!]
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  11. Rodrigo Fuentes S. & Fabián Gredig U. & Mauricio Larraín E., 2008. "The output Gap in chile: Measurement and Evaluation," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 11(2), pages 7-30, August. [Downloadable!]
  12. Papa M'B. P. N'Diaye & Douglas Laxton, 2003. "Monetary Policy Credibility and the Unemployment-Inflation Tradeoff: Some Evidence from 17 Industrial Countries," IMF Working Papers 02/220, International Monetary Fund. [Downloadable!]
  13. Kichian, Maral, 1999. "Measuring Potential Output within a State-Space Framework," Working Papers 99-9, Bank of Canada. [Downloadable!]
  14. Nimark, Kristoffer P., 2003. "Indicator Accuracy and Monetary Policy: Is Ignorance Bliss?," Working Paper Series 157, Sveriges Riksbank (Central Bank of Sweden). [Downloadable!]
  15. Athanasios Orphanides, 1998. "Monetary policy rules based on real-time data," Finance and Economics Discussion Series 1998-03, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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  16. Kristoffer P. NIMARK, 2003. "Monetary Policy Performance and the Accuracy of Observations," Economics Working Papers ECO2003/08, European University Institute. [Downloadable!]
  17. Jack McKeown & Jens McKeown, 2004. "The informational content of empirical measures of real interest rate and output gaps for the United Kingdom," Money Macro and Finance (MMF) Research Group Conference 2003 62, Money Macro and Finance Research Group. [Downloadable!]
  18. Ebrima Faal, 2005. "GDP Growth, Potential Output, and Output Gaps in Mexico," IMF Working Papers 05/93, International Monetary Fund. [Downloadable!]
  19. John M. Roberts, 2001. "Estimates of the productivity trend using time-varying parameter techniques," Finance and Economics Discussion Series 2001-08, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  20. Jeffrey R. Campbell & Spencer Krane, 2005. "Consumption-based macroeconomic forecasting," Economic Perspectives, Federal Reserve Bank of Chicago, issue Q IV, pages 52-70. [Downloadable!]
  21. Katos, A. & Pallis, D. & Katsouli, E., 2004. "System Estimates of Cyclical Unemployment and Cyclical Output in the 15 European Union Member-States, 1961-1999," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, vol. 1(4), pages 5-26. [Downloadable!]
  22. St-Amant, P. & van Norden, S., 1997. "Measurement of the Output Gap: A Discussion of Recent Research at the Bank of Canada," Technical Reports 79, Bank of Canada. [Downloadable!]
  23. Cukierman, Alex, 2007. "The Limits of Transparency," CEPR Discussion Papers 6475, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  24. Arabinda Basistha, 2009. "Hours per capita and productivity: evidence from correlated unobserved components models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(1), pages 187-206. [Downloadable!]
  25. Susanto Basu & John G. Fernald, 2009. "What do we know (and not know) about potential output?," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 187-214. [Downloadable!]
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  26. Cagri Sarikaya & Fethi Ogunc & Dilara Ece & Hakan Kara & Umit Ozlale, 2005. "Estimating Output Gap for the Turkish Economy," Working Papers 0503, Research and Monetary Policy Department, Central Bank of the Republic of Turkey. [Downloadable!]
  27. Sean Holly & Emiliano Santoro, 2007. "Financial Fragility, Heterogeneous Firms and the Cross Section of the Business Cycle," Money Macro and Finance (MMF) Research Group Conference 2006 96, Money Macro and Finance Research Group. [Downloadable!]
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  28. Colin Ellis, . "Elasticities, markups and technical progress: evidence from a state-space approach," Bank of England working papers 300, Bank of England. [Downloadable!]
  29. Tommaso Proietti & Alberto Musso & Thomas Westermann, 2007. "Estimating potential output and the output gap for the euro area: a model-based production function approach," Empirical Economics, Springer, vol. 33(1), pages 85-113, July. [Downloadable!] (restricted)
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  30. Michael Dueker, 2006. "Kalman filtering with truncated normal state variables for Bayesian estimation of macroeconomic models," Working Papers 2005-057, Federal Reserve Bank of St. Louis. [Downloadable!]
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  31. Staiger, Douglas & Stock, James H & Watson, Mark W, 1997. "The NAIRU, Unemployment and Monetary Policy," Journal of Economic Perspectives, American Economic Association, vol. 11(1), pages 33-49, Winter. [Downloadable!] (restricted)
  32. James H. Stock & Mark W. Watson, 1999. "Forecasting Inflation," NBER Working Papers 7023, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  33. Francesco Lippi & Stefano Neri, 2004. "Information variables for monetary policy in a small structural model of the euro area," Temi di discussione (Economic working papers) 511, Bank of Italy, Economic Research Department. [Downloadable!]
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  34. Benjamin M. Friedman, 2006. "The Greenspan Era: Discretion, Rather than Rules," American Economic Review, American Economic Association, vol. 96(2), pages 174-177, May. [Downloadable!]
  35. Marco Ratto, 2008. "Analysing DSGE Models with Global Sensitivity Analysis," Computational Economics, Springer, vol. 31(2), pages 115-139, March. [Downloadable!] (restricted)
  36. Gonzalo Camba-Mendez & Diego Rodriguez-Palenzuela, 2001. "Assessment criteria for output gap estimates," Working Paper Series 054, European Central Bank. [Downloadable!]
  37. C. L. Chua & G. C. Lim & Sarantis Tsiaplias, 2009. "A Latent Variable Approach to Forecasting the Unemployment Rate," Melbourne Institute Working Paper Series wp2009n19, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne. [Downloadable!]
  38. Thomas Laubach & John C. Williams, 2001. "Measuring the natural rate of interest," Finance and Economics Discussion Series 2001-56, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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  39. Mark W. Watson, 2007. "How accurate are real-time estimates of output trends and gaps?," Economic Quarterly, Federal Reserve Bank of Richmond, issue Spr, pages 143-161. [Downloadable!]
  40. 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!]
  41. Cukierman, Alex & Lippi, Francesco, 2003. "Endogenous Monetary Policy with Unobserved Potential Output," CEPR Discussion Papers 3763, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  42. W A Razzak, 1998. "Business cycle asymmetries and the nominal exchange rate regimes," Reserve Bank of New Zealand Discussion Paper Series G98/4, Reserve Bank of New Zealand. [Downloadable!]
  43. Stefan Papaioannou & Kei-Mu Yi, 2001. "The effects of a booming economy on the U.S. trade deficit," Current Issues in Economics and Finance, Federal Reserve Bank of New York, issue Feb. [Downloadable!]
  44. 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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  45. Aaron Drew & Benjamin Hunt, 1999. "Efficient simple policy rules and the implications of potential output uncertainty," Reserve Bank of New Zealand Discussion Paper Series G99/5, Reserve Bank of New Zealand. [Downloadable!]
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  46. P.J.G. Vlaar, 2001. "On the Strength of the US dollar: Can it be Explained by Output Growth?," WO Research Memoranda (discontinued) 668, Netherlands Central Bank, Research Department. [Downloadable!]
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  47. Kevin Lee & Kalvinder Shields, 2004. "Business survey forecasts and measurement of output trends in five European economies," Money Macro and Finance (MMF) Research Group Conference 2003 52, Money Macro and Finance Research Group. [Downloadable!]
  48. Jens D J Larsen & Jack McKeown, . "The informational content of empirical measures of real interest rate and output gaps for the United Kingdom," Bank of England working papers 224, Bank of England. [Downloadable!]
  49. Harvey, A., 2008. "Modeling the Phillips curve with unobserved components," Cambridge Working Papers in Economics 0805, Faculty of Economics, University of Cambridge. [Downloadable!]
  50. Alain Guay & Pierre St-Amant, 1997. "Do the Hodrick-Prescott and Baxter-King Filters Provide a Good Approximation of Business Cycles?," Cahiers de recherche CREFE / CREFE Working Papers 53, CREFE, Université du Québec à Montréal. [Downloadable!]
  51. Jacques Miniane, 2004. "Productivity Shocks, Learning, and Open Economy Dynamics," IMF Working Papers 04/88, International Monetary Fund. [Downloadable!]
  52. Proietti, Tommaso, 2008. "Structural Time Series Models for Business Cycle Analysis," MPRA Paper 6854, University Library of Munich, Germany. [Downloadable!]
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  53. Victor Gaiduch & Benjamin Hunt, 2000. "Inflation targeting under potential output uncertainty," Reserve Bank of New Zealand Discussion Paper Series DP2000/08, Reserve Bank of New Zealand. [Downloadable!]
  54. Marc-André Gosselin & René Lalonde, 2002. "Une approche éclectique d'estimation du PIB potentiel américain," Working Papers 02-36, Bank of Canada. [Downloadable!]
  55. Jennifer V Greenslade & Richard G Pierse & Jumana Saleheen, . "A Kalman filter approach to estimating the UK NAIRU," Bank of England working papers 179, Bank of England. [Downloadable!]
  56. Schumacher, Christian, 2000. "Forecasting Trend Output in the Euro Area," Discussion Paper Series 26245, Hamburg Institute of International Economics. [Downloadable!]
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  57. Mandler, Martin, 2008. "Decomposing Federal Funds Rate forecast uncertainty using real-time data," MPRA Paper 13498, University Library of Munich, Germany, revised Nov 2009. [Downloadable!]
  58. Ray C. Fair, 2005. "Natural Concepts in Macroeconomics," Cowles Foundation Discussion Papers 1525, Cowles Foundation, Yale University. [Downloadable!]
  59. Simon van Norden, 2002. "Filtering for Current Analysis," Working Papers 02-28, Bank of Canada. [Downloadable!]
  60. Silvia Sgherri, 2005. "Long-Run Productivity Shifts and Cyclical Fluctuations: Evidence for Italy," IMF Working Papers 05/228, International Monetary Fund. [Downloadable!]
  61. Paul Castillo & Carlos Montoro & Vicente Tuesta, 2006. "Measuring the Natural Interest Rate for the Peruvian Economy," Working Papers 2006-003, Banco Central de Reserva del Perú. [Downloadable!]
  62. Camille Logeay & Silke Tober, 2003. "Time-varying Nairu and Real Interest Rates in the Euro Area," Discussion Papers of DIW Berlin 351, DIW Berlin, German Institute for Economic Research. [Downloadable!]
  63. Rafael Doménech & Víctor Gómez, 2005. "Ciclo económico y desempleo estructural en la economía española," Investigaciones Economicas, Fundación SEPI, vol. 29(2), pages 259-288, May. [Downloadable!]
  64. Eduardo Morales-Ramos, 2002. "Defence R&D Expenditure: The Crowding-Out Hypothesis," Defence and Peace Economics, Taylor and Francis Journals, vol. 13(5), pages 365-383, January. [Downloadable!] (restricted)
  65. Christophe Planas & Alessandro Rossi & Gabriele Fiorentini, 2008. "The marginal likelihood of Structural Time Series Models, with application to the euroareaa nd US NAIRU," Working Paper Series 21-08, Rimini Centre for Economic Analysis, revised Jan 2008. [Downloadable!]
  66. Virmani Vineet, 2004. "Fan Charts as Useful ‘Maps’ for an Inflation-Targeting Central Bank: An Illustration of the Sveriges Riksbank’s Method for Presenting Density Forecasts of Inflation," IIMA Working Papers 2004-04-03, Indian Institute of Management Ahmedabad, Research and Publication Department. [Downloadable!]
  67. Cayen, Jean-Philippe & van Norden, Simon, 2004. "The reliability of Canadian output gap estimates," Discussion Paper Series 1: Economic Studies 2004,29, Deutsche Bundesbank, Research Centre. [Downloadable!]
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  68. Todd E. Clark & Michael W. McCracken, 2003. "The predictive content of the output gap for inflation : resolving in-sample and out-of-sample evidence," Research Working Paper RWP 03-06, Federal Reserve Bank of Kansas City. [Downloadable!]
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  69. Moisa Altar & Ciprian Necula & Gabriel Bobeica, 2009. "A Robust Assessment of the Romanian Business Cycle," Advances in Economic and Financial Research - DOFIN Working Paper Series 28, Bucharest University of Economics, Center for Advanced Research in Finance and Banking - CARFIB. [Downloadable!]
  70. Clark, Todd E. & Kozicki, Sharon, 2004. "Estimating equilibrium real interest rates in real-time," Discussion Paper Series 1: Economic Studies 2004,32, Deutsche Bundesbank, Research Centre. [Downloadable!]
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  71. Glenn D. Rudebusch, 2002. "Assessing Nominal Income Rules for Monetary Policy with Model and Data Uncertainty," Economic Journal, Royal Economic Society, vol. 112(479), pages 402-432, April. [Downloadable!] (restricted)
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  72. Irac, D., 2000. "Estimation of a Time Varying NAIRU for France," Documents de Travail 75, Banque de France. [Downloadable!]
  73. Jean-Philippe Cayen & Simon van Norden, 2002. "La fiabilité des estimations de l'écart de production au Canada," Working Papers 02-10, Bank of Canada. [Downloadable!]
  74. Emiliano Santoro & Damjan Pfajfar, 2006. "Heterogeneity and learning in inflation expectation formation: an empirical assessment," Department of Economics Working Papers 0607, Department of Economics, University of Trento, Italia. [Downloadable!]
  75. Alsterlind, Jan & Markowski, Alek & Nilsson, Kristian, 2004. "Modelling the Foreign Sector in a Macroeconometric Model of Sweden," Working Paper 88, National Institute of Economic Research. [Downloadable!]
  76. Arabinda Basistha & Richard Startz, 2005. "Measuring the NAIRU with Reduced Uncertainty: A Multiple Indicator-Common Component Approach," Computing in Economics and Finance 2005 46, Society for Computational Economics. [Downloadable!]
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  77. Emilian Dobrescu, 2009. "Estimating the Total Factor Productivity in Romanian Economy," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 11(26), pages 512-521, June. [Downloadable!]
  78. Jane T. Haltmaier, 1996. "Inflation-adjusted potential output," International Finance Discussion Papers 561, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  79. Yvonne Adema, 2004. "A Taylor Rule for the Euro Area Based on Quasi-Real Time Data," DNB Staff Reports (discontinued) 114, Netherlands Central Bank. [Downloadable!]
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  80. Kevin Lee & Kalvinder Shields, . "Information, Business Survey Forecasts and Measurement of Output Trends in Six European Economies," Discussion Papers in European Economics 99/7, Department of Economics, University of Leicester. [Downloadable!]
  81. Paul Conway & Ben Hunt, 1997. "Estimating potential output: a semi-structural approach," Reserve Bank of New Zealand Discussion Paper Series G97/9, Reserve Bank of New Zealand. [Downloadable!]
  82. Rodrigo Fuentes & Fabián Gredig & Mauricio Larraín, 2007. "Estimating the Output Gap for Chile," Working Papers Central Bank of Chile 455, Central Bank of Chile. [Downloadable!]
  83. Mark S Astley & Tony Yates, . "Inflation and real disequilibria," Bank of England working papers 103, Bank of England. [Downloadable!]
  84. Döpke, Jörg, 2004. "Real-time data and business cycle analysis in Germany," Discussion Paper Series 1: Economic Studies 2004,11, Deutsche Bundesbank, Research Centre. [Downloadable!]
  85. L Christopher Plantier & Ozer Karagedikli, 2005. "Do so-called multivariate filters have better revision properties? An empirical analysis," Computing in Economics and Finance 2005 250, Society for Computational Economics. [Downloadable!]
  86. Bernhardsen, Tom & Eitrheim, Øyvind & Jore, Anne Sofie & Røisland, Øistein, 2004. "Real-time Data for Norway: Challenges for Monetary Policy," Discussion Paper Series 1: Economic Studies 2004,26, Deutsche Bundesbank, Research Centre. [Downloadable!]
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  87. W. Bolt & P.J.A. van Els, 2000. "Output Gap and Inflation in the EU," DNB Staff Reports (discontinued) 44, Netherlands Central Bank. [Downloadable!]
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  88. Stefan Gerlach & Matthew S. Yiu, 2002. "Unobservable-Component Estimates of Output Gaps in Five Asian Economies," Working Papers 052002, Hong Kong Institute for Monetary Research. [Downloadable!]
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  89. Ladislav Wintr & Paolo Guarda & Abdelaziz Rouabah, 2005. "Estimating the natural interest rate for the euro area and Luxembourg," BCL working papers 15, Central Bank of Luxembourg. [Downloadable!]
  90. Mandler, Martin, 2007. "The Taylor rule and interest rate uncertainty in the U.S. 1970-2006," MPRA Paper 2340, University Library of Munich, Germany, revised May 2009. [Downloadable!]
  91. Alain DeSerres, & Alain Guay & Pierre St-Amant, . "Estimating and Projecting Potential Output Using Structural VAR Methodology: The Case of the Mexican Economy," Working Papers 95-2, Bank of Canada. [Downloadable!]
  92. Marco Ratto, 2006. "Global sensitivity analysis for macro-economic models," Computing in Economics and Finance 2006 42, Society for Computational Economics. [Downloadable!]
  93. Rebecca L Driver & Jennifer V Greenslade & Richard G Pierse, . "The role of expectations in estimates of the NAIRU in the United States and the United Kingdom," Bank of England working papers 180, Bank of England. [Downloadable!]
  94. Matthieu Lemoine & Gian Luigi Mazzi & Paola Monperrus-Veroni & Frédéric Reynes, 2008. "Real time estimation of potential output and output gap for the euro-area: comparing production function with unobserved components and SVAR approaches," Documents de Travail de l'OFCE 2008-34, Observatoire Francais des Conjonctures Economiques (OFCE). [Downloadable!]
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  95. Rodríguez, Gabriel, 2009. "Estimating Output Gap, Core Inflation, and the NAIRU for Peru," Working Papers 2009-011, Banco Central de Reserva del Perú. [Downloadable!]
  96. Gordon de Brouwer, 1998. "Estimating Output Gaps," RBA Research Discussion Papers rdp9809, Reserve Bank of Australia. [Downloadable!]
  97. John M. Roberts, 2001. "Estimates of the Productivity Trend Using Time-Varying Parameter Techniques," The B.E. Journal of Macroeconomics, Berkeley Electronic Press, vol. 0(1). [Downloadable!]
  98. Andreas Billmeier, 2004. "Ghostbusting: Which Output Gap Measure Really Matters?," IMF Working Papers 04/146, International Monetary Fund. [Downloadable!]
  99. Rodríguez, Gabriel, 2009. "Using A Forward-Looking Phillips Curve to Estimate the Output Gap in Peru," Working Papers 2009-010, Banco Central de Reserva del Perú. [Downloadable!]
  100. Kaloyan Ganev, 2004. "Statistical estimates of the deviations from the macroeconomic potential. An application to the economy of Bulgaria," Macroeconomics 0409010, EconWPA. [Downloadable!]
  101. Emiliano Santoro, 2006. "Macroeconomic fluctuations and the firms' rate of growth distribution: evidence from UK and US quoted companies," Department of Economics Working Papers 0606, Department of Economics, University of Trento, Italia. [Downloadable!]
  102. Orphanides, Athanasios & van Norden, Simon, 2005. "The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time," CEPR Discussion Papers 4830, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  103. Chantal Dupasquier & Alain Guay & Pierre St-Amant, 1997. "A Comparison of Alternative Methodologies for Estimating Potential Output and the Output Gap," Working Papers 97-5, Bank of Canada. [Downloadable!]
  104. Francesco Lippi & Stefano Neri, 2004. "Information variables for monetary policy in a small structural model," DNB Staff Reports (discontinued) 120, Netherlands Central Bank. [Downloadable!]
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