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...

תיאור מלא

מידע ביבליוגרפי
מחבר ראשי: Blagrave, Patrick
מחברים אחרים: Garcia-Saltos, Roberto, Laxton, Douglas, Zhang, Fan
פורמט: כתב-עת
שפה:English
יצא לאור: Washington, D.C. : International Monetary Fund, 2015.
סדרה:IMF Working Papers; Working Paper ; No. 2015/079
גישה מקוונת:Full text available on IMF