System Estimates of Cyclical Unemployment and Cyclical Output in the 15 European Union Member-States, 1961-1999
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References listed on IDEAS
- Kuttner, Kenneth N, 1994. "Estimating Potential Output as a Latent Variable," Journal of Business & Economic Statistics, American Statistical Association, vol. 12(3), pages 361-368, July.
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KeywordsPhillips curve; Okun’s law; Kalman filter; Cyclical unemployment; Potential output growth rate; NAIRU; Europe;
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
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