Finding Yeti: More robust estimates of output gap in Slovakia
Author
Abstract
Suggested Citation
Download full text from publisher
Other versions of this item:
- Ludovit Odor & Judita Jurasekova Kucserova, 2014. "Finding Yeti: More robust estimates of output gap in Slovakia," Working and Discussion Papers WP 1/2014, Research Department, National Bank of Slovakia.
References listed on IDEAS
- Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti, 2013.
"Is There a Trade-Off between Inflation and Output Stabilization?,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 5(2), pages 1-31, April.
- Tambalotti, Andrea & Primiceri, Giorgio & Justiniano, Alejandro, 2011. "Is there a trade-off between inflation and output stabilization?," CEPR Discussion Papers 8407, C.E.P.R. Discussion Papers.
- Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti, 2011. "Is there a trade-off between inflation and output stabilization?," NBER Working Papers 17071, National Bureau of Economic Research, Inc.
- Giorgio Primiceri & Andrea Tambalotti & Alejandro Justiniano, 2011. "Is there a trade-off between inflation and output stabilization?," 2011 Meeting Papers 280, Society for Economic Dynamics.
- Hodrick, Robert J & Prescott, Edward C, 1997.
"Postwar U.S. Business Cycles: An Empirical Investigation,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 29(1), pages 1-16, February.
- Robert J. Hodrick & Edward Prescott, 1981. "Post-War U.S. Business Cycles: An Empirical Investigation," Discussion Papers 451, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- Mr. Tetsuya Konuki, 2008. "Estimating Potential Output and the Output Gap in Slovakia," IMF Working Papers 2008/275, International Monetary Fund.
- Julia Lendvai & Laurent Moulin & Alessandro Turrini, 2011. "From CAB to CAAB? Correcting Indicators of Structural Fiscal Positions for Current Account Imbalances," European Economy - Economic Papers 2008 - 2015 442, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Larch, Martin & Turrini, Alessandro, 2009.
"The Cyclically Adjusted Budget Balance in EU Fiscal Policymaking. Love at First Sight Turned into a Mature Relationship,"
MPRA Paper
20594, University Library of Munich, Germany.
- Martin Larch & Alessandro Turrini, 2009. "The cyclically-adjusted budget balance in EU fiscal policy making : A love at first sight turned into a mature relationship," European Economy - Economic Papers 2008 - 2015 374, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Miroslav Klucik, 2015. "Fiscal Adjustment in Slovakia: Findings from a Medium-Scale Econometric Model," Working Papers Working Paper No. 1/2015, Council for Budget Responsibility.
- Sharma, Saurabh & Behera, Harendra, 2022. "A dissection of Indian growth using a DSGE filter," Journal of Asian Economics, Elsevier, vol. 80(C).
- Nataliia Ostapenko, 2022. "Do output gap estimates improve inflation forecasts in Slovakia?," Working and Discussion Papers WP 4/2022, Research Department, National Bank of Slovakia.
- Zuzana Mucka, 2015. "Is the Maastricht debt limit safe enough for Slovakia?," Working Papers Working Paper No. 2/2015, Council for Budget Responsibility.
- Zuzana Mucka, 2019. "The mirror does not lie: Endogenous fiscal limits for Slovakia," Working Papers Working Paper No. 2/2019, Council for Budget Responsibility.
- Kátay Gábor & Kerdelhué Lisa & Lequien Matthieu, 2020.
"Semi-Structural VAR and Unobserved Components Models to Estimate Finance-Neutral Output Gap,"
Working papers
791, Banque de France.
- Gabor Katay & Lisa Kerdelhué & Matthieu Lequien, 2020. "Semi-Structural VAR and Unobserved Components Models to Estimate Finance-Neutral Output Gap," Working Papers 2020-11, Joint Research Centre, European Commission.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Lorenzo Burlon & Paolo D'Imperio, 2019. "The euro-area output gap through the lens of a DSGE model," Questioni di Economia e Finanza (Occasional Papers) 477, Bank of Italy, Economic Research and International Relations Area.
- Kuusi, Tero, 2014. "Consolidation under the Europe’s New Fiscal Rules: Analyzing the Implied Minimum Fiscal Effort," ETLA Working Papers 23, The Research Institute of the Finnish Economy.
- Brian Micallef, 2016.
"A Multivariate Filter to Estimate Potential Output and NAIRU for the Maltese Economy,"
International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 8(5), pages 13-22, May.
- Brain Micallef, "undated". "A multivariate filter to estimate potential output and NAIRU for the Maltese economy," CBM Working Papers WP/05/2014, Central Bank of Malta.
- Sergey Sinelnikov-Murylev & Sergey Drobyshevsky & Maria Kazakova & Michael Alexeev, 2016.
"Decomposition of Russia's GDP Growth Rates,"
Research Paper Series, Gaidar Institute for Economic Policy, issue 167P, pages 123-123.
- Sergey Sinelnikov-Murylev & Sergey Drobyshevsky & Maria Kazakova & Michael Alexeev, . "Decomposition of Russia's GDP Growth Rates," Research Paper Series, Gaidar Institute for Economic Policy, pages 123-123.
- Dana Kloudová, 2016. "Does Using Nairu In The Production Function Influence Estimation Of Potential Output And Output Gap?," International Journal of Economic Sciences, International Institute of Social and Economic Sciences, vol. 5(2), pages 1-21, June.
- Dana Kloudová, 2013. "Produkční mezera jako indikátor inflace - případ pro českou ekonomiku [Output Gap as Indicator of Inflation - Case for Czech Economy]," Politická ekonomie, Prague University of Economics and Business, vol. 2013(5), pages 639-652.
- Ludovit Ódor & Gábor P. Kiss, 2014. "Back to basics – good indicators for good fiscal institutions!," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 13(4), pages 125-151.
- Bauer, Thomas K. & Gebhardt, Heinz & Matz, Florian & Schmidt, Christoph M. & Schmidt, Torsten & Siemers, Lars-H., 2010. "Ermittlung der Konjunkturkomponenten für die Länderhaushalte zur Umsetzung der in der Föderalismuskommission II vereinbarten Verschuldungsbegrenzung: Endbericht - Juni 2010," RWI Projektberichte, RWI - Leibniz-Institut für Wirtschaftsforschung, number 69915.
- Nicolas Carnot & Francisco de Castro, 2015.
"The Discretionary Fiscal Effort: An Assessment of Fiscal Policy and Its Output Effect,"
Hacienda Pública Española / Review of Public Economics, IEF, vol. 215(4), pages 63-94, December.
- Nicolas Carnot & Franciso de Castro, 2015. "The discretionary fiscal effort: an assessment of fiscal policy and its output effect," European Economy - Economic Papers 2008 - 2015 543, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Mr. Helge Berger & Mr. Thomas Dowling & Mr. Sergi Lanau & Mr. Mico Mrkaic & Mr. Pau Rabanal & Marzie Taheri Sanjani, 2015. "Steady as She Goes—Estimating Potential Output During Financial “Booms and Busts”," IMF Working Papers 2015/233, International Monetary Fund.
- Andrea Tambalotti & Andrea Ferrero & Vasco Curdia, 2010.
"Evaluating Interest Rate Rules in an Estimated DSGE Model,"
2010 Meeting Papers
402, Society for Economic Dynamics.
- Vasco Curdia & Andrea Ferrero & Ging Cee Ng & Andrea Tambalotti, 2011. "Evaluating interest rate rules in an estimated DSGE model," Staff Reports 510, Federal Reserve Bank of New York.
- Nur Ain Shahrier & Chuah Lay Lian, 2019. "Estimating Malaysia’S Output Gap: Have We Closed The Gap?," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 64(03), pages 647-674, June.
- Bissoondeeal, Rakesh K. & Karoglou, Michail & Binner, Jane M., 2019. "Structural changes and the role of monetary aggregates in the UK," Journal of Financial Stability, Elsevier, vol. 42(C), pages 100-107.
- Akbar Ullah & Ejaz Ghani & Attiya Y. Javed, 2013.
"Market Power and Industrial Performance in Pakistan,"
PIDE-Working Papers
2013:88, Pakistan Institute of Development Economics.
- Akbar Ullah & Ejaz Ghani & Attiya Javed, 2013. "Market Power and Industrial Performance in Pakistan," Working Papers id:5334, eSocialSciences.
- Lubos Hanus & Lukas Vacha, 2015.
"Business cycle synchronization of the Visegrad Four and the European Union,"
Working Papers IES
2015/19, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Jul 2015.
- Hanus, Lubos & Vacha, Lukas, 2015. "Business cycle synchronization of the Visegrad Four and the European Union," FinMaP-Working Papers 42, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
- Kabundi, Alain & Poon, Aubrey & Wu, Ping, 2023. "A time-varying Phillips curve with global factors: Are global factors important?," Economic Modelling, Elsevier, vol. 126(C).
- Florian Eckert & Nina Mühlebach, 2021. "Global and Local Components of Output Gaps," KOF Working papers 21-497, KOF Swiss Economic Institute, ETH Zurich.
- Thomas Baudin & Robert Stelter, 2022.
"The rural exodus and the rise of Europe,"
Journal of Economic Growth, Springer, vol. 27(3), pages 365-414, September.
- Thomas Baudin & Robert Stelter, 2019. "The rural exodus and the rise of Europe," Working Papers 2019-ECO-01, IESEG School of Management.
- Thomas Baudin & Robert Stelter, 2022. "The rural exodus and the rise of Europe," Post-Print hal-03699433, HAL.
- Thomas Baudin & Robert Stelter, 2019. "The rural exodus and the rise of Europe," MPIDR Working Papers WP-2019-005, Max Planck Institute for Demographic Research, Rostock, Germany.
- Thomas BAUDIN & Robert STELTER, 2022. "The rural exodus and the rise of Europe," Working Papers 2022-iFlame-01, IESEG School of Management.
- Kožić, Ivan & Sever, Ivan, 2014. "Measuring business cycles: Empirical Mode Decomposition of economic time series," Economics Letters, Elsevier, vol. 123(3), pages 287-290.
- Peter Phillips, 2010.
"Two New Zealand pioneer econometricians,"
New Zealand Economic Papers, Taylor & Francis Journals, vol. 44(1), pages 1-26.
- Peter C.B. Phillips, 2010. "Two New Zealand Pioneer Econometricians," Cowles Foundation Discussion Papers 1750, Cowles Foundation for Research in Economics, Yale University.
More about this item
Keywords
output gap; potential output;JEL classification:
- E23 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Production
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
NEP fields
This paper has been announced in the following NEP Reports:- NEP-MAC-2014-05-04 (Macroeconomics)
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:cbe:wpaper:201402. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: the person in charge (email available below). General contact details of provider: https://edirc.repec.org/data/rrzbrsk.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.