How the Baby Boomers' Retirement Wave Distorts Model-Based Output Gap Estimates
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DOI: 10.1002/jae.2636
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- Maik H. Wolters, 2018. "How the baby boomers' retirement wave distorts model‐based output gap estimates," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(5), pages 680-689, August.
- Wolters, Maik Hendrik, 2018. "How the baby boomers' retirement wave distorts model-based output gap estimates," IMFS Working Paper Series 121, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Wolters, Maik H., 2016. "How the baby boomers' retirement wave distorts model-based output gap estimates," Kiel Working Papers 2031, Kiel Institute for the World Economy (IfW Kiel).
- Wolters, Maik Hendrik, 2016. "How the Baby Boomers' Retirement Wave Distorts Model-Based Output Gap Estimates," VfS Annual Conference 2016 (Augsburg): Demographic Change 145812, Verein für Socialpolitik / German Economic Association.
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Citations
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Cited by:
- Jannsen, Nils & Wolters, Maik H., 2016. "Zu Produktionspotenzial und Produktionslücke in den Vereinigten Staaten," Kiel Insight 2016.2, Kiel Institute for the World Economy (IfW Kiel).
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Ruhr Economic Papers
767, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Steffen Elstner & Lars P. Feld & Christoph M. Schmidt, 2018. "The German Productivity Paradox - Facts and Explanations," CESifo Working Paper Series 7231, CESifo.
- Yasuo Hirose & Takeki Sunakawa, 2023.
"The Natural Rate of Interest in a Non-linear DSGE Model,"
International Journal of Central Banking, International Journal of Central Banking, vol. 19(1), pages 301-340, March.
- Yasuo Hirose & Takeki Sunakawa, 2017. "The natural rate of interest in a nonlinear DSGE model," CAMA Working Papers 2017-38, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Yasuo Hirose & Takeki Sunakawa, 2019. "The Natural Rate of Interest in a Nonlinear DSGE Model," Working Papers e128, Tokyo Center for Economic Research.
- Fair, Ray C., 2020. "Variable mismeasurement in a class of DSGE models: Comment," Journal of Macroeconomics, Elsevier, vol. 66(C).
- Josefine Quast & Maik H. Wolters, 2022.
"Reliable Real-Time Output Gap Estimates Based on a Modified Hamilton Filter,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(1), pages 152-168, January.
- Quast, Josefine & Wolters, Maik H., 2019. "Reliable real-time output gap estimates based on a modified Hamilton filter," IMFS Working Paper Series 133, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Quast, Josefine & Wolters, Maik H., 2019. "Reliable Real-time Output Gap Estimates Based on a Modified Hamilton Filter," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203535, Verein für Socialpolitik / German Economic Association.
- Quast, Josefine & Wolters, Maik H., 2020. "Reliable real-time output gap estimates based on a modified Hamilton filter," Kiel Working Papers 2158, Kiel Institute for the World Economy (IfW Kiel).
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More about this item
Keywords
low frequency trends; demographic trends; hours per capita measurement; output gap estimates; DSGE models; Bayesian estimation;All these keywords.
JEL classification:
- C54 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Quantitative Policy Modeling
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- J11 - Labor and Demographic Economics - - Demographic Economics - - - Demographic Trends, Macroeconomic Effects, and Forecasts
NEP fields
This paper has been announced in the following NEP Reports:- NEP-AGE-2017-08-27 (Economics of Ageing)
- NEP-MAC-2017-08-27 (Macroeconomics)
Statistics
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