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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Dettagli Bibliografici
Autore principale: Blagrave, Patrick
Altri autori: Garcia-Saltos, Roberto, Laxton, Douglas, Zhang, Fan
Natura: Periodico
Lingua:English
Pubblicazione: Washington, D.C. : International Monetary Fund, 2015.
Serie:IMF Working Papers; Working Paper ; No. 2015/079
Accesso online:Full text available on IMF