Bayesian estimation of the output gap for a small open economy: The case of Canada
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References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Chen, Xiaoshan & MacDonald, Ronald, 2014.
"Measuring the Euro-Dollar Permanent Equilibrium Exchange Rate using the Unobserved Components Model,"
SIRE Discussion Papers
2015-05, Scottish Institute for Research in Economics (SIRE).
- Chen, Xiaoshan & MacDonald, Ronald, 2014. "Measuring the Euro-Dollar Permanent Equilibrium Exchange Rate using the Unobserved Components Model," Stirling Economics Discussion Papers 2014-12, University of Stirling, Division of Economics.
- Chen, Xiaoshan & MacDonald, Ronald, 2014. "Measuring the Euro-Dollar Permanent Equilibrium Exchange Rate using the Unobserved Components Model," 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon TN 2015-05, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Chen, Xiaoshan & MacDonald, Ronald, 2015. "Measuring the dollar–euro permanent equilibrium exchange rate using the unobserved components model," Journal of International Money and Finance, Elsevier, vol. 53(C), pages 20-35.
More about this item
KeywordsOutput gap Unobserved components Kalman filter Bayesian analysis;
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