A Simple Multivariate Filter for Estimating Potential Output /
Estimates of potential output are an important ingredient of structured forecasting and policy analysis. Using information on consensus forecasts, this paper extends the multivariate filter developed by Benes and others (2010). Although the estimates in real time are more robust relative to those of...
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| Altres autors: | , , |
| Format: | Revista |
| Idioma: | English |
| Publicat: |
Washington, D.C. :
International Monetary Fund,
2015.
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| Col·lecció: | IMF Working Papers; Working Paper ;
No. 2015/079 |
| Accés en línia: | Full text available on IMF |