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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Xehetasun bibliografikoak
Egile nagusia: Blagrave, Patrick
Beste egile batzuk: Garcia-Saltos, Roberto, Laxton, Douglas, Zhang, Fan
Formatua: Aldizkaria
Hizkuntza:English
Argitaratua: Washington, D.C. : International Monetary Fund, 2015.
Saila:IMF Working Papers; Working Paper ; No. 2015/079
Sarrera elektronikoa:Full text available on IMF