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Bayesian Analysis of the Output Gap

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  • Planas, Christophe
  • Rossi, Alessandro
  • Fiorentini, Gabriele

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  • Planas, Christophe & Rossi, Alessandro & Fiorentini, Gabriele, 2008. "Bayesian Analysis of the Output Gap," Journal of Business & Economic Statistics, American Statistical Association, vol. 26, pages 18-32, January.
  • Handle: RePEc:bes:jnlbes:v:26:y:2008:p:18-32
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    Citations

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    Cited by:

    1. Proietti, Tommaso, 2008. "Structural Time Series Models for Business Cycle Analysis," MPRA Paper 6854, University Library of Munich, Germany.
    2. Selen Baser & Hande Kucuk & Fethi Ogunc, 2013. "Inflation Dynamics in Turkey : In Pursuit of a Domestic Cost Measure," CBT Research Notes in Economics 1311, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
    3. Hasenzagl, Thomas & Pellegrino, Filippo & Reichlin, Lucrezia & Ricco, Giovanni, 2017. "A Model of the Fed’s View on Inflation," The Warwick Economics Research Paper Series (TWERPS) 1145, University of Warwick, Department of Economics.
    4. Fabio Busetti & Michele Caivano, 2016. "The trend–cycle decomposition of output and the Phillips curve: Bayesian estimates for Italy and the Euro area," Empirical Economics, Springer, vol. 50(4), pages 1565-1587, June.
    5. De la Serve, M-E. & Lemoine, M., 2011. "Measuring the NAIRU: a complementary approach," Working papers 342, Banque de France.
    6. Andrew Harvey, 2011. "Modelling the Phillips curve with unobserved components," Applied Financial Economics, Taylor & Francis Journals, vol. 21(1-2), pages 7-17.
    7. Michal Andrle & Miroslav Plašil, 2016. "System Priors for Econometric Time Series," IMF Working Papers 16/231, International Monetary Fund.
    8. Fabio Busetti & Michele Caivano, 2013. "The trend-cycle decomposition of output and the Phillips curve: Bayesian estimates for Italy," Temi di discussione (Economic working papers) 941, Bank of Italy, Economic Research and International Relations Area.
    9. Tim Willems, 2009. "Visualizing the Invisible: Estimating the New Keynesian Output Gap via a Bayesian Approach," Tinbergen Institute Discussion Papers 09-074/2, Tinbergen Institute, revised 26 Mar 2010.
    10. Berger, Tino & Kempa, Bernd, 2012. "Taylor rules and the Canadian–US equilibrium exchange rate," Journal of International Money and Finance, Elsevier, vol. 31(5), pages 1060-1075.
    11. Lenza, Michele & Jarociński, Marek, 2016. "An inflation-predicting measure of the output gap in the euro area," Working Paper Series 1966, European Central Bank.
    12. Fiorentini, G. & Planas, C. & Rossi, A., 2012. "The marginal likelihood of dynamic mixture models," Computational Statistics & Data Analysis, Elsevier, vol. 56(9), pages 2650-2662.
    13. Fethi Ogunc & Cagri Sarikaya, 2011. "Gorunmez Ama Hissedilmez Degil : Turkiye'de Cikti Acigi," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 11(2), pages 15-28.
    14. repec:rim:rimwps:21-08 is not listed on IDEAS
    15. Berger, Tino & Kempa, Bernd, 2011. "Bayesian estimation of the output gap for a small open economy: The case of Canada," Economics Letters, Elsevier, vol. 112(1), pages 107-112, July.
    16. Park, Sang Soo & Lee, Chung-Ki, 2011. "베이지안 추정법을 이용한 주택선택의 다항프로빗 모형 분석
      [Analysis of housing choice using multinomial probit model – Bayesian estimation]
      ," MPRA Paper 37150, University Library of Munich, Germany.
    17. Daragh Clancy, 2013. "Output Gap Estimation Uncertainty: Extracting the TFP Cycle Using an Aggregated PMI Series," The Economic and Social Review, Economic and Social Studies, vol. 44(1), pages 1-18.
    18. Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2018. "A model of FED'S view on inflation," Documents de Travail de l'OFCE 2018-03, Observatoire Francais des Conjonctures Economiques (OFCE).

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