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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Detalles Bibliográficos
Autor principal: Blagrave, Patrick
Otros Autores: Garcia-Saltos, Roberto, Laxton, Douglas, Zhang, Fan
Formato: Revista
Lenguaje:English
Publicado: Washington, D.C. : International Monetary Fund, 2015.
Colección:IMF Working Papers; Working Paper ; No. 2015/079
Acceso en línea:Full text available on IMF