Measuring the Natural Output Gap Using Actual and Expected Output Data
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Other versions of this item:
- Anthony Garratt & Kevin Lee & Kalvinder Shields, 2009. "Measuring the Natural Output Gap using Actual and Expected Output Data," Birkbeck Working Papers in Economics and Finance 0911, Birkbeck, Department of Economics, Mathematics & Statistics.
- Kevin Lee & Anthony Garratt & Kalvinder Shields, 2009. "Measuring the Natural Output Gap using Actual and Expected Output Data," Discussion Papers in Economics 09/21, Department of Economics, University of Leicester.
References listed on IDEAS
- Andres, Javier & Lopez-Salido, J. David & Nelson, Edward, 2005.
"Sticky-price models and the natural rate hypothesis,"
Journal of Monetary Economics,
Elsevier, vol. 52(5), pages 1025-1053, July.
- Javier Andrés & David López-Salido & Edward Nelson, 2005. "Sticky-Price Models and the Natural Rate Hypothesis," Working Papers 0521, Banco de España;Working Papers Homepage.
- Javier Andres & J. David López-Salido & Edward Nelson, 2005. "Sticky-price models and the natural rate hypothesis," Working Papers 2005-018, Federal Reserve Bank of St. Louis.
More about this item
KeywordsTrend Output; Natural Output Level; Output Gap; Beveridge-Nelson Decomposition; Survey-based Expectations; New Keynesian Phillips Curve.;
- 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
- D84 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Expectations; Speculations
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
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