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...

Полное описание

Библиографические подробности
Главный автор: Blagrave, Patrick
Другие авторы: Garcia-Saltos, Roberto, Laxton, Douglas, Zhang, Fan
Формат: Журнал
Язык:English
Опубликовано: Washington, D.C. : International Monetary Fund, 2015.
Серии:IMF Working Papers; Working Paper ; No. 2015/079
Online-ссылка:Full text available on IMF