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A Bayesian model comparison for trend-cycle decompositions of output

Citations

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Cited by:

  1. Ramis Khabibullin, 2019. "What measures of real economic activity slack are helpful for forecasting Russian inflation?," Bank of Russia Working Paper Series wps50, Bank of Russia.
  2. Marko Melolinna & Máté Tóth, 2019. "Trend and cycle shocks in Bayesian unobserved components models for UK productivity," Bank of England working papers 826, Bank of England.
  3. Günes Kamber & James Morley & Benjamin Wong, 2018. "Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter," The Review of Economics and Statistics, MIT Press, vol. 100(3), pages 550-566, July.
  4. Marko Melolinna & Máté Tóth, 2019. "Output gaps, inflation and financial cycles in the UK," Empirical Economics, Springer, vol. 56(3), pages 1039-1070, March.
  5. Jaeho Kim & Sora Chon, 2020. "Why are Bayesian trend-cycle decompositions of US real GDP so different?," Empirical Economics, Springer, vol. 58(3), pages 1339-1354, March.
  6. Bofinger, Peter & Feld, Lars P. & Schmidt, Christoph M. & Schnabel, Isabel & Wieland, Volker, 2018. "Vor wichtigen wirtschaftspolitischen Weichenstellungen. Jahresgutachten 2018/19 [Setting the Right Course for Economic Policy. Annual Report 2018/19]," Annual Economic Reports / Jahresgutachten, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung, volume 127, number 201819.
  7. Gehrke, Britta & Weber, Enzo, 2018. "Identifying asymmetric effects of labor market reforms," European Economic Review, Elsevier, vol. 110(C), pages 18-40.
  8. McNeil, James, 2023. "Monetary policy and the term structure of inflation expectations with information frictions," Journal of Economic Dynamics and Control, Elsevier, vol. 146(C).
  9. Yunjong Eo & James Morley, 2022. "Why Has the U.S. Economy Stagnated since the Great Recession?," The Review of Economics and Statistics, MIT Press, vol. 104(2), pages 246-258, May.
  10. Berger, Tino & Morley, James & Wong, Benjamin, 2023. "Nowcasting the output gap," Journal of Econometrics, Elsevier, vol. 232(1), pages 18-34.
    • Tino Berger & James Morley & Benjamin Wong, 2020. "Nowcasting the Output Gap," CAMA Working Papers 2020-78, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  11. Mertens, Elmar, 2023. "Precision-based sampling for state space models that have no measurement error," Journal of Economic Dynamics and Control, Elsevier, vol. 154(C).
  12. Chan, Joshua C.C. & Poon, Aubrey & Zhu, Dan, 2023. "High-dimensional conditionally Gaussian state space models with missing data," Journal of Econometrics, Elsevier, vol. 236(1).
  13. Weiske, Sebastian, 2018. "Indicator-based estimates of the output gap in the euro area," Working Papers 12/2018, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung.
  14. Hang Pham, 2020. "Estimating the Output Gap for Emerging Countries: Evidence from Five Southeast Asia Countries," International Journal of Applied Economics, Finance and Accounting, Online Academic Press, vol. 7(2), pages 61-73.
  15. Kohns, David & Bhattacharjee, Arnab, 2023. "Nowcasting growth using Google Trends data: A Bayesian Structural Time Series model," International Journal of Forecasting, Elsevier, vol. 39(3), pages 1384-1412.
  16. Agbeyegbe, Terence D., 2020. "Bayesian analysis of output gap in Barbados," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 1(1).
  17. Diegel, Max, 2022. "Time-varying credibility, anchoring and the Fed's inflation target," Discussion Papers 2022/9, Free University Berlin, School of Business & Economics.
  18. Kai Carstensen & Felix Kießner & Thies Rossian, 2024. "Estimation of the TFP Gap for the Largest Five EMU Countries," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 20(2), pages 243-296, July.
  19. Adam Check & Jeremy Piger, 2021. "Structural Breaks in U.S. Macroeconomic Time Series: A Bayesian Model Averaging Approach," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(8), pages 1999-2036, December.
  20. Sarah Fischer & Christian Glocker & Serguei Kaniovski & Philipp Wegmüller, 2024. "Assessing the Potential Output for Switzerland: Determinants, Trends and Drivers," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 20(2), pages 297-338, July.
  21. Mr. Geoffrey J Bannister & Mr. Harald Finger & Siddharth Kothari & Ms. Elena Loukoianova, 2020. "Addressing the Pandemic's Medium-Term Fallout in Australia and New Zealand," IMF Working Papers 2020/272, International Monetary Fund.
  22. Canova, Fabio, 2020. "FAQ: How do I measure the Output gap?," CEPR Discussion Papers 14943, C.E.P.R. Discussion Papers.
  23. Weiske, Sebastian, 2019. "Indicator-based estimates of the output gap in the euro area," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203604, Verein für Socialpolitik / German Economic Association.
  24. Manuel González-Astudillo & John M. Roberts, 2022. "When are trend–cycle decompositions of GDP reliable?," Empirical Economics, Springer, vol. 62(5), pages 2417-2460, May.
  25. Canova, Fabio, 2020. "FAQ: How do I extract the output gap?," Working Paper Series 386, Sveriges Riksbank (Central Bank of Sweden).
  26. Saeed Zaman, 2021. "A Unified Framework to Estimate Macroeconomic Stars," Working Papers 21-23R2, Federal Reserve Bank of Cleveland, revised 31 May 2024.
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