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...

Повний опис

Бібліографічні деталі
Автор: Blagrave, Patrick
Інші автори: Garcia-Saltos, Roberto, Laxton, Douglas, Zhang, Fan
Формат: Журнал
Мова:English
Опубліковано: Washington, D.C. : International Monetary Fund, 2015.
Серія:IMF Working Papers; Working Paper ; No. 2015/079
Онлайн доступ:Full text available on IMF