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A Simple Multivariate Filter for Estimating Potential Output
Language: en
Pages: 30
Authors: Patrick Blagrave
Categories: Business & Economics
Type: BOOK - Published: 2015-04-07 - Publisher: International Monetary Fund

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Estimates of potential output are an important ingredient of structured forecasting and policy analysis. Using information on consensus forecasts, this paper ex
A Simple Multivariate Filter for Estimating Potential Output
Language: en
Pages: 30
Authors: Patrick Blagrave
Categories: Business & Economics
Type: BOOK - Published: 2015-04-07 - Publisher: International Monetary Fund

GET EBOOK

Estimates of potential output are an important ingredient of structured forecasting and policy analysis. Using information on consensus forecasts, this paper ex
A Simple Multivariate Filter for Estimating Potential Output
Language: en
Pages: 30
Authors: Patrick Blagrave
Categories: Economic forecasting
Type: BOOK - Published: 2015 - Publisher:

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Estimates of potential output are an important ingredient of structured forecasting and policy analysis. Using information on consensus forecasts, this paper ex
Estimating Potential Output with a Multivariate Filter
Language: en
Pages: 39
Authors: International Monetary Fund
Categories: Business & Economics
Type: BOOK - Published: 2010-12-01 - Publisher: International Monetary Fund

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This paper develops a simple model for measuring potential output that uses data on inflation, unemployment, and capacity utilization. We apply the model to 10
Multivariate Filter Estimation of Potential Output for the Euro Area and the United States
Language: en
Pages: 32
Authors: Ali Alichi
Categories: Business & Economics
Type: BOOK - Published: 2015-12-01 - Publisher: International Monetary Fund

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The estimates of potential output and the output gap presented in this paper are not official IMF estimates. The programs and potential output estimates in this