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Measuring a Roller Coaster

Measuring a Roller Coaster »

Source: Measuring a Roller Coaster : Evidenceon the Finnish Output Gap

Volume/Issue: 2004/57

Series: IMF Working Papers

Author(s): Andreas Billmeier

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 2004

ISBN: 9781451847802

Keywords: output gap, inflation forecasting, unemployment, unemployment rate, forecasting, statistics, rate of unemployment, Prices, Business Fluctuations, and Cycles: Forecasting and Simulation,

The output gap-which measures the deviation of actual output from its potential-is frequently used as an indicator of slack in an economy. This paper estimates the Finnish output gap using various empirical methods...

Ghostbusting

Ghostbusting »

Source: Ghostbusting : Which Output Gap Measure Really Matters?

Volume/Issue: 2004/146

Series: IMF Working Papers

Author(s): Andreas Billmeier

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2004

ISBN: 9781451856675

Keywords: Output gap, inflation forecasting, forecasting, statistics, statistic, inflationary pressures, Prices, Business Fluctuations, and Cycles: Forecasting and Simulation,

This paper investigates various output gap measures in a simple inflation forecasting framework. Reflecting the cyclical position of an economy, an (unobservable) output gap has important implications for economic...

Measuring a Roller Coaster
			: Evidenceon the Finnish Output Gap

Measuring a Roller Coaster : Evidenceon the Finnish Output Gap »

Volume/Issue: 2004/57

Series: IMF Working Papers

Author(s): Andreas Billmeier

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 2004

DOI: http://dx.doi.org/10.5089/9781451847802.001

ISBN: 9781451847802

Keywords: output gap, inflation forecasting, unemployment, unemployment rate, forecasting, statistics, rate of unemployment, Prices, Business Fluctuations, and Cycles: Forecasting and Simulation,

The output gap-which measures the deviation of actual output from its potential-is frequently used as an indicator of slack in an economy. This paper estimates the Finnish output gap using various empirical methods...

Ghostbusting
			: Which Output Gap Measure Really Matters?

Ghostbusting : Which Output Gap Measure Really Matters? »

Volume/Issue: 2004/146

Series: IMF Working Papers

Author(s): Andreas Billmeier

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2004

DOI: http://dx.doi.org/10.5089/9781451856675.001

ISBN: 9781451856675

Keywords: Output gap, inflation forecasting, forecasting, statistics, statistic, inflationary pressures, Prices, Business Fluctuations, and Cycles: Forecasting and Simulation,

This paper investigates various output gap measures in a simple inflation forecasting framework. Reflecting the cyclical position of an economy, an (unobservable) output gap has important implications for economic...

Data-Rich DSGE and Dynamic Factor Models

Data-Rich DSGE and Dynamic Factor Models »

Source: Data-Rich DSGE and Dynamic Factor Models

Volume/Issue: 2011/216

Series: IMF Working Papers

Author(s): Maxym Kryshko

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2011

ISBN: 9781463903497

Keywords: Data-rich DSGE models, dynamic factor models, Bayesian estimation, inflation, monetary policy, real output, monetary base, monetary economics, Bayesian Analysis, Multiple or Simultaneous Equation Models: Time-Series Models

Dynamic factor models and dynamic stochastic general equilibrium (DSGE) models are widely used for empirical research in macroeconomics. The empirical factor literature argues that the co-movement of large panels o...

Bayesian Dynamic Factor Analysis of a Simple Monetary DSGE Model

Bayesian Dynamic Factor Analysis of a Simple Monetary DSGE Model »

Source: Bayesian Dynamic Factor Analysis of a Simple Monetary DSGE Model

Volume/Issue: 2011/219

Series: IMF Working Papers

Author(s): Maxym Kryshko

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2011

ISBN: 9781463904210

Keywords: Regular and data-rich DSGE models, dynamic factor models, Bayesian estimation, inflation, real output, money demand, money balances, Bayesian Analysis, Multiple or Simultaneous Equation Models: Time-Series Models, Prices

When estimating DSGE models, the number of observable economic variables is usually kept small, and it is conveniently assumed that DSGE model variables are perfectly measured by a single data series. Building upon...

Data-Rich DSGE and Dynamic Factor Models

Data-Rich DSGE and Dynamic Factor Models »

Volume/Issue: 2011/216

Series: IMF Working Papers

Author(s): Maxym Kryshko

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2011

DOI: http://dx.doi.org/10.5089/9781463903497.001

ISBN: 9781463903497

Keywords: Data-rich DSGE models, dynamic factor models, Bayesian estimation, inflation, monetary policy, real output, monetary base, monetary economics, Bayesian Analysis, Multiple or Simultaneous Equation Models: Time-Series Models

Dynamic factor models and dynamic stochastic general equilibrium (DSGE) models are widely used for empirical research in macroeconomics. The empirical factor literature argues that the co-movement of large panels o...

Bayesian Dynamic Factor Analysis of a Simple Monetary DSGE Model

Bayesian Dynamic Factor Analysis of a Simple Monetary DSGE Model »

Volume/Issue: 2011/219

Series: IMF Working Papers

Author(s): Maxym Kryshko

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2011

DOI: http://dx.doi.org/10.5089/9781463904210.001

ISBN: 9781463904210

Keywords: Regular and data-rich DSGE models, dynamic factor models, Bayesian estimation, inflation, real output, money demand, money balances, Bayesian Analysis, Multiple or Simultaneous Equation Models: Time-Series Models, Prices

When estimating DSGE models, the number of observable economic variables is usually kept small, and it is conveniently assumed that DSGE model variables are perfectly measured by a single data series. Building upon...