Multivariate Filter Estimation of Potential Output for the Euro Area and the United States
December 1, 2015
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Format: Chicago
Summary
Subject: Financial crises, Global financial crisis of 2008-2009, Inflation, Output gap, Potential output, Prices, Production, Total factor productivity
Keywords: Estimates of the output gap, Filter estimation, Global, Global financial crisis of 2008-2009, Growth estimate, Growth rate, Inflation, Inflation expectation, Macroeconomic Modeling, Output gap, Output gap decomposition, Output gap estimate, Output gap to inflation, Output tradeoff sense, Phillips curve, Potential Output, Potential output gap, Production function, Supply and demand demand shock, Total factor productivity, Unemployment gap, WP
Publication Details
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Pages:
32
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Volume:
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DOI:
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Issue:
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Series:
Working Paper No. 2015/253
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Stock No:
WPIEA2015253
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ISBN:
9781513556222
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ISSN:
1018-5941