Multivariate Filter Estimation of Potential Output for the United States /

Estimates of potential output are an important component of a structured forecasting and policy analysis system. Using information on capacity utilization, this paper extends the multivariate filter developed by Laxton and Tetlow (1992) and modified by Benes and others (2010), Blagrave and others (2...

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Autore principale: Alichi, Ali
Altri autori: Bizimana, Olivier, Laxton, Douglas, Tanyeri, Kadir
Natura: Periodico
Lingua:English
Pubblicazione: Washington, D.C. : International Monetary Fund, 2017.
Serie:IMF Working Papers; Working Paper ; No. 2017/106
Accesso online:Full text available on IMF