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Estimating Potential Output, Core Inflation, and the NAIRU as Latent Variables

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  • Domenech, Rafael
  • Gomez, Victor

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  • Domenech, Rafael & Gomez, Victor, 2006. "Estimating Potential Output, Core Inflation, and the NAIRU as Latent Variables," Journal of Business & Economic Statistics, American Statistical Association, vol. 24, pages 354-365, July.
    • Handle: RePEc:bes:jnlbes:v:24:y:2006:p:354-365
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    Citations

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    Cited by:

    1. Dobrescu, Emilian, 2006. "Double-Conditioned Potential Output," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 3(1), pages 32-50, March.
    2. Gabriel RODRIGUEZ, 2010. "Estimating Output Gap, Core Inflation, And The Nairu For Peru, 1979-2007," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 10(1).
    3. Andres, Javier & Domenech, Rafael & Fatas, Antonio, 2008. "The stabilizing role of government size," Journal of Economic Dynamics and Control, Elsevier, vol. 32(2), pages 571-593, February.
    4. Maarten Dossche & Gerdie Everaert, 2005. "Measuring Inflation Persistence: A Structural Time Series Approach," Computing in Economics and Finance 2005 459, Society for Computational Economics.
    5. T. Berger, 2008. "Estimating Europe’s Natural Rates from a forward-looking Phillips curve," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 08/498, Ghent University, Faculty of Economics and Business Administration.
    6. Virmani, Vineet, 2004. "Estimating Output Gap for the Indian Economy: Comparing Results from Unobserved-Components Models and the Hodrick-Prescott Filter," IIMA Working Papers WP2004-04-02, Indian Institute of Management Ahmedabad, Research and Publication Department.
    7. 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 WP2004-04-03, Indian Institute of Management Ahmedabad, Research and Publication Department.
    8. Rolando Peláez, 2012. "The housing bubble in real-time: the end of innocence," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 36(1), pages 211-225, January.
    9. Alan K. Detmeister, 2011. "The usefulness of core PCE inflation measures," Finance and Economics Discussion Series 2011-56, Board of Governors of the Federal Reserve System (U.S.).
    10. Tino Berger, 2011. "Estimating Europe’s natural rates," Empirical Economics, Springer, vol. 40(2), pages 521-536, April.
    11. Rodríguez, Alejandro & Ruiz, Esther, 2012. "Bootstrap prediction mean squared errors of unobserved states based on the Kalman filter with estimated parameters," Computational Statistics & Data Analysis, Elsevier, vol. 56(1), pages 62-74, January.
    12. Rodríguez, Gabriel, 2009. "Estimating Output Gap, Core Inflation, and the NAIRU for Peru," Working Papers 2009-011, Banco Central de Reserva del Perú.

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