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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Detaylı Bibliyografya
Yazar: Blagrave, Patrick
Diğer Yazarlar: Garcia-Saltos, Roberto, Laxton, Douglas, Zhang, Fan
Materyal Türü: Dergi
Dil:English
Baskı/Yayın Bilgisi: Washington, D.C. : International Monetary Fund, 2015.
Seri Bilgileri:IMF Working Papers; Working Paper ; No. 2015/079
Online Erişim:Full text available on IMF