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Alternative Methods of Estimating Potential Output and the Output Gap

Alternative Methods of Estimating Potential Output and the Output Gap »

Source: Alternative Methods of Estimating Potential Output and the Output Gap : An Application to Sweden

Volume/Issue: 2000/59

Series: IMF Working Papers

Author(s): Sweta Saxena , and Valerie Cerra

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2000

ISBN: 9781451847932

Keywords: Business Cycles, Output Gap, Potential Output, Detrending, Production Function, Vector Autoregression, Unobserved Components Models, nairu, equation, time series

This paper reviews a number of different methods that can be used to estimate potential output and the output gap. Measures of potential output and the output gap are useful to help identify the scope for sustainab...

The Impact of Introducing a Minimum Wage on Business Cycle Volatility

The Impact of Introducing a Minimum Wage on Business Cycle Volatility »

Source: The Impact of Introducing a Minimum Wage on Business Cycle Volatility : A Structural Analysis for Hong Kong SAR

Volume/Issue: 2008/285

Series: IMF Working Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2008

ISBN: 9781451871432

Keywords: indexation mechanism, business cycle volatility, dynamic stochastic general equilibrium model, unobserved components model, market flexibility, small open economy, wage, wage inflation, price inflation,

We study the impact of a minimum wage on business cycle volatility, depending upon its coverage and adjustment mechanism. As with other small open economies, Hong Kong SAR is vulnerable to external shocks, with its...

Long-Run Productivity Shifts and Cyclical Fluctuations

Long-Run Productivity Shifts and Cyclical Fluctuations »

Source: Long-Run Productivity Shifts and Cyclical Fluctuations : Evidence for Italy

Volume/Issue: 2005/228

Series: IMF Working Papers

Author(s): Silvia Sgherri

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2005

ISBN: 9781451862478

Keywords: Productivity growth, business cycle, unobserved components models, filtering, tfp, employment, unemployment, growth accounting, Multiple or Simultaneous Equation Models: Time-Series Models,

Using unobserved stochastic components and Kalman filter techniques, the paper assesses the relative importance of transitory and permanent shifts in Italian real GDP within a production function framework. Evidenc...

Output and Unemployment Dynamics during the Great Recession

Output and Unemployment Dynamics during the Great Recession »

Source: Output and Unemployment Dynamics during the Great Recession : A Panel Unobserved Components Analysis

Volume/Issue: 2010/185

Series: IMF Working Papers

Author(s): Francis Vitek

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2010

ISBN: 9781455202195

Keywords: Output dynamics, Unemployment dynamics, World economy, Great Recession, Panel unobserved components model, unemployment rate, unemployment, domestic demand, labor demand, Open Economy Macroeconomics,

This paper analyzes the sources of output and unemployment dynamics in the world economy during the Great Recession. This analysis is based on a panel unobserved components model of the world economy, disaggregated...

Alternative Methods of Estimating Potential Output and the Output Gap
			: An Application to Sweden

Alternative Methods of Estimating Potential Output and the Output Gap : An Application to Sweden »

Volume/Issue: 2000/59

Series: IMF Working Papers

Author(s): Sweta Saxena , and Valerie Cerra

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2000

DOI: http://dx.doi.org/10.5089/9781451847932.001

ISBN: 9781451847932

Keywords: Business Cycles, Output Gap, Potential Output, Detrending, Production Function, Vector Autoregression, Unobserved Components Models, nairu, equation, time series

This paper reviews a number of different methods that can be used to estimate potential output and the output gap. Measures of potential output and the output gap are useful to help identify the scope for sustainab...

The Impact of Introducing a Minimum Wage on Business Cycle Volatility
			: A Structural Analysis for Hong Kong SAR

The Impact of Introducing a Minimum Wage on Business Cycle Volatility : A Structural Analysis for Hong Kong SAR »

Volume/Issue: 2008/285

Series: IMF Working Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2008

DOI: http://dx.doi.org/10.5089/9781451871432.001

ISBN: 9781451871432

Keywords: indexation mechanism, business cycle volatility, dynamic stochastic general equilibrium model, unobserved components model, market flexibility, small open economy, wage, wage inflation, price inflation,

We study the impact of a minimum wage on business cycle volatility, depending upon its coverage and adjustment mechanism. As with other small open economies, Hong Kong SAR is vulnerable to external shocks, with its...

Long-Run Productivity Shifts and Cyclical Fluctuations
			: Evidence for Italy

Long-Run Productivity Shifts and Cyclical Fluctuations : Evidence for Italy »

Volume/Issue: 2005/228

Series: IMF Working Papers

Author(s): Silvia Sgherri

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2005

DOI: http://dx.doi.org/10.5089/9781451862478.001

ISBN: 9781451862478

Keywords: Productivity growth, business cycle, unobserved components models, filtering, tfp, employment, unemployment, growth accounting, Multiple or Simultaneous Equation Models: Time-Series Models,

Using unobserved stochastic components and Kalman filter techniques, the paper assesses the relative importance of transitory and permanent shifts in Italian real GDP within a production function framework. Evidenc...

Output and Unemployment Dynamics during the Great Recession
			: A Panel Unobserved Components Analysis

Output and Unemployment Dynamics during the Great Recession : A Panel Unobserved Components Analysis »

Volume/Issue: 2010/185

Series: IMF Working Papers

Author(s): Francis Vitek

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2010

DOI: http://dx.doi.org/10.5089/9781455202195.001

ISBN: 9781455202195

Keywords: Output dynamics, Unemployment dynamics, World economy, Great Recession, Panel unobserved components model, unemployment rate, unemployment, domestic demand, labor demand, Open Economy Macroeconomics,

This paper analyzes the sources of output and unemployment dynamics in the world economy during the Great Recession. This analysis is based on a panel unobserved components model of the world economy, disaggregated...