Series: IMF Working Papers
Author(s): Ding Ding , John Nelmes , Roshan Perera , and Volodymyr Tulin
Publisher: INTERNATIONAL MONETARY FUND
Publication Date: 11 March 2014
Keywords: Output Gap, Multivariate Filter, inflation, unemployment rate, equilibrium unemployment, equilibrium unemployment rate, Time-Series Models, Forecasting and Other Model Applications,
In this paper we present various techniques to estimate Sri Lanka's potential output and output gap, including statistical and model-based approaches. Compared to conventional statistical filters that rely exclusiv...