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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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    Cited by:

    1. repec:mes:emfitr:v:51:y:2015:i:2:p:418-431 is not listed on IDEAS
    2. 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.
    3. Marek Jarociński & Michele Lenza, 2018. "An Inflation‐Predicting Measure of the Output Gap in the Euro Area," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(6), pages 1189-1224, September.
    4. 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.
    5. 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.
    6. Proietti, Tommaso, 2008. "Structural Time Series Models for Business Cycle Analysis," MPRA Paper 6854, University Library of Munich, Germany.
    7. Hasenzagl, Thomas & Pellegrino, Filippo & Reichlin, Lucrezia & Ricco, Giovanni, 2017. "A Model of the Fed’s View on Inflation," Economic Research Papers 269087, University of Warwick - Department of Economics.
    8. 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.
    9. De la Serve, M-E. & Lemoine, M., 2011. "Measuring the NAIRU: a complementary approach," Working papers 342, Banque de France.
    10. 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.
    11. repec:eee:ecolet:v:172:y:2018:i:c:p:134-137 is not listed on IDEAS
    12. 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.
    13. 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).
    14. Selen Başer Andiç & Hande Küçük & Fethi Öğünç, 2015. "Inflation Dynamics in Turkey: In Pursuit of a Domestic Cost Measure," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 51(2), pages 418-431, March.
    15. Andrew Harvey, 2011. "Modelling the Phillips curve with unobserved components," Applied Financial Economics, Taylor & Francis Journals, vol. 21(1-2), pages 7-17.
    16. 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.
    17. 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.
    18. Michal Andrle & Miroslav Plašil, 2016. "System Priors for Econometric Time Series," IMF Working Papers 16/231, International Monetary Fund.
    19. repec:rim:rimwps:21-08 is not listed on IDEAS
    20. 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.

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