A multivariate unobserved components model of cyclical activity
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Cited by:
- Tatiana Cesaroni, 2011.
"The cyclical behavior of the Italian business survey data,"
Empirical Economics, Springer, vol. 41(3), pages 747-768, December.
- Tatiana Cesaroni, 2007. "Inspecting the cyclical properties of the Italian Manufacturing Business survey data," ISAE Working Papers 83, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
- Gian Luigi Mazzi & Frédéric Reynès & Matthieu Lemoine & Paola Veroni, 2008.
"Real Time Estimation of Potential Output and Output Gap for the Euro-Area : Comparing Production Function with Unobserved Components and SVAR Approaches,"
SciencePo Working papers Main
hal-01027422, HAL.
- Lemoine, Matthieu & Mazzi, Gian Luigi & Monperrus-Veroni, Paola & Reynes, Frédéric, 2008. "Real time estimation of potential output and output gap for theeuro-area: comparing production function with unobserved componentsand SVAR approaches," MPRA Paper 13128, University Library of Munich, Germany, revised Nov 2008.
- Gian Luigi Mazzi & Frédéric Reynés & Matthieu Lemoine & Paola Veroni, 2008. "Real Time Estimation of Potential Output and Output Gap for the Euro-Area : Comparing Production Function with Unobserved Components and SVAR Approaches," Sciences Po publications 2008-34, Sciences Po.
- Matthieu Lemoine & Gian Luigi Mazzi & Paola Monperrus-Veroni & Frédéric Reynes, 2008. "Real time estimation of potential output and output gap for the euro-area: comparing production function with unobserved components and SVAR approaches," Documents de Travail de l'OFCE 2008-34, Observatoire Francais des Conjonctures Economiques (OFCE).
- Gian Luigi Mazzi & Frédéric Reynès & Matthieu Lemoine & Paola Veroni, 2008. "Real Time Estimation of Potential Output and Output Gap for the Euro-Area : Comparing Production Function with Unobserved Components and SVAR Approaches," Working Papers hal-01027422, HAL.
- Philippe Moës, 2006.
"The production function approach to the Belgian output gap, estimation of a multivariate structural time series model,"
Brussels Economic Review, ULB -- Universite Libre de Bruxelles, vol. 49(1), pages 59-91.
- Philippe Moës, 2006. "The production function approach to the Belgian output gap, Estimation of a Multivariate Structural Time Series Model," Working Paper Research 89, National Bank of Belgium.
- Nepal Rastra Bank, 2017. "Potential Output and Output Gap Estimates for Nepal," NRB Economic Review, Nepal Rastra Bank, Economic Research Department, vol. 29(2), pages 1-14, October.
- repec:hal:spmain:info:hdl:2441/7349 is not listed on IDEAS
- Chalmovianský, Jakub & Němec, Daniel, 2022. "Assessing uncertainty of output gap estimates: Evidence from Visegrad countries," Economic Modelling, Elsevier, vol. 116(C).
- repec:spo:wpecon:info:hdl:2441/7349 is not listed on IDEAS
- Miroslav Plašil, 2011. "Potenciální produkt, mezera výstupu a míra nejistoty spojená s jejich určením při použití Hodrick-Prescottova filtru [Potential Product, Output Gap and Uncertainty Rate Associated with Their Determ," Politická ekonomie, Prague University of Economics and Business, vol. 2011(4), pages 490-507.
- L Christopher Plantier & Dean Scrimgeour, 2002. "Estimating a Taylor Rule for New Zealand with a time-varying neutral real rate," Reserve Bank of New Zealand Discussion Paper Series DP2002/06, Reserve Bank of New Zealand.
- repec:hal:wpspec:info:hdl:2441/7349 is not listed on IDEAS
- L Christopher Plantier & Ozer Karagedikli, 2005. "Do so-called multivariate filters have better revision properties? An empirical analysis," Computing in Economics and Finance 2005 250, Society for Computational Economics.
- Lambert N'galadjo Bamba, 2004. "Analyse du Processus de Convergence Dans la Zone UEMOA," WIDER Working Paper Series RP2004-18, World Institute for Development Economic Research (UNU-WIDER).
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JEL classification:
- 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
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
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