Finding Yeti: More robust estimates of output gap in Slovakia
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- Ludovit Odor & Judita Jurasekova Kucserova, 2014. "Finding Yeti: More robust estimates of output gap in Slovakia," Working Papers Working Paper No. 2/2014, Council for Budget Responsibility.
References listed on IDEAS
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Cited by:
- Zuzana Mucka, 2019. "The mirror does not lie: Endogenous fiscal limits for Slovakia," Working Papers Working Paper No. 2/2019, Council for Budget Responsibility.
- Gabor Katay & Lisa Kerdelhué & Matthieu Lequien, 2020.
"Semi-Structural VAR and Unobserved Components Models to Estimate Finance-Neutral Output Gap,"
Working Papers
2020-11, Joint Research Centre, European Commission.
- Kátay Gábor & Kerdelhué Lisa & Lequien Matthieu, 2020. "Semi-Structural VAR and Unobserved Components Models to Estimate Finance-Neutral Output Gap," Working papers 791, Banque de France.
- Zuzana Mucka, 2015. "Is the Maastricht debt limit safe enough for Slovakia?," Working Papers Working Paper No. 2/2015, Council for Budget Responsibility.
- Miroslav Klucik, 2015. "Fiscal Adjustment in Slovakia: Findings from a Medium-Scale Econometric Model," Working Papers Working Paper No. 1/2015, Council for Budget Responsibility.
- Sharma, Saurabh & Behera, Harendra, 2022. "A dissection of Indian growth using a DSGE filter," Journal of Asian Economics, Elsevier, vol. 80(C).
- Nataliia Ostapenko, 2022. "Do output gap estimates improve inflation forecasts in Slovakia?," Working and Discussion Papers WP 4/2022, Research Department, National Bank of Slovakia.
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More about this item
Keywords
output gap; real-time evaluation; fiscal policy; principal component analysis; multivariate Kalman filter;All these keywords.
JEL classification:
- E23 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Production
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- 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
NEP fields
This paper has been announced in the following NEP Reports:- NEP-MAC-2014-05-09 (Macroeconomics)
- NEP-TRA-2014-05-09 (Transition Economics)
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