Japan’s output gap estimation and ℓ 1 trend filtering
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References listed on IDEAS
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More about this item
KeywordsOutput gap; ℓ 1 trend filter; Hodrick–Prescott filter; Structural break; Lasso; E32; C22;
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
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