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...

詳細記述

書誌詳細
第一著者: Blagrave, Patrick
その他の著者: Garcia-Saltos, Roberto, Laxton, Douglas, Zhang, Fan
フォーマット: 雑誌
言語:English
出版事項: Washington, D.C. : International Monetary Fund, 2015.
シリーズ:IMF Working Papers; Working Paper ; No. 2015/079
オンライン・アクセス:Full text available on IMF