Multivariate Filter Estimation of Potential Output for the Euro Area and the United States

Author/Editor:

Ali Alichi ; Olivier Bizimana ; Silvia Domit ; Emilio Fernández Corugedo ; Douglas Laxton ; Kadir Tanyeri ; Hou Wang ; Fan Zhang

Publication Date:

December 1, 2015

Electronic Access:

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Disclaimer: This Working Paper should not be reported as representing the views of the IMF.The views expressed in this Working Paper are those of the author(s) and do not necessarily represent those of the IMF or IMF policy. Working Papers describe research in progress by the author(s) and are published to elicit comments and to further debate

Summary:

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 paper can be downloaded from www.douglaslaxton.org.The views expressed in this paper are those of the authors and do not necessarily represent those of the IMF or IMF policy. The authors would like to thank the European Department of the IMF for helpful comments. All errors and omissions are our own.

Series:

Working Paper No. 15/253

Subject:

Econometric models Economic theory Euro Area Parameter estimation Potential output United States

English

Publication Date:

December 1, 2015

ISBN/ISSN:

9781513556222/1018-5941

Stock No:

WPIEA2015253

Format:

Paper

Pages:

32

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