Labor productivity forecasts based on a Beveridge–Nelson filter: Is there statistical evidence for a slowdown?
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DOI: 10.1016/j.jmacro.2021.103321
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More about this item
Keywords
Out-of-sample forecasts; Beveridge–Nelson filter; Labor productivity; Random walk;All these keywords.
JEL classification:
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
Statistics
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