Measuring uncertainty of the euro area NAIRU: Monte Carlo and empirical evidence for alternative confidence intervals in a state space framework
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Tommaso Proietti & Alberto Musso, 2012. "Growth accounting for the euro area," Empirical Economics, Springer, vol. 43(1), pages 219-244, August.
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- Dieppe, Alistair & Ortega, Eva & D'Agostino, Antonello & Karlsson, Tohmas & Benkovskis, Konstantins & Caivano, Michele & Hurtado, Samuel & Várnai, Tímea, 2011. "Assessing the sensitivity of inflation to economic activity," Working Paper Series 1357, European Central Bank.
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- Musso, Alberto & Proietti, Tommaso, 2007. "Growth accounting for the euro area: a structural approach," Working Paper Series 804, European Central Bank.
More about this item
KeywordsState space models; NAIRU; Filter uncertainty; Estimation uncertainty;
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