Ciclo económico y desempleo estructural en la economía española
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Burnside, Craig, 1998. "Detrending and business cycle facts: A comment," Journal of Monetary Economics, Elsevier, vol. 41(3), pages 513-532, May.
- Canova, Fabio, 1998.
"Detrending and business cycle facts,"
Journal of Monetary Economics, Elsevier, vol. 41(3), pages 475-512, May.
- Canova, Fabio, 1993. "Detrending and Business Cycle Facts," CEPR Discussion Papers 782, C.E.P.R. Discussion Papers.
- Juan J. Dolado & Miguel Sebastián & Javier Vallés, 1993.
"Ciclical patterns of the spanish economy,"
Investigaciones Economicas, Fundación SEPI, vol. 17(3), pages 445-473, September.
- Juan J. Dolado & Miguel Sebastián & Javier Vallés, 1993. "Cyclical Patterns of the Spanish Economy," Working Papers 9324, Banco de España.
- 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.
- Regina Kaiser & Agustín Maravall, 1999.
"Estimation of the business cycle: A modified Hodrick-Prescott filter,"
Spanish Economic Review, Springer;Spanish Economic Association, vol. 1(2), pages 175-206.
- Regina Kaiser & Agustín Maravall, 1999. "Estimation of the Business Cycle: a Modified Hodrick-Prescott Filter," Working Papers 9912, Banco de España.
- Thomas Laubach, 2001.
"Measuring The NAIRU: Evidence From Seven Economies,"
The Review of Economics and Statistics, MIT Press, vol. 83(2), pages 218-231, May.
- Thomas Laubach, 1997. "Measuring the NAIRU : evidence from seven economies," Research Working Paper 97-13, Federal Reserve Bank of Kansas City.
- Andrew C. Harvey & Thomas M. Trimbur, 2003.
"General Model-Based Filters for Extracting Cycles and Trends in Economic Time Series,"
The Review of Economics and Statistics, MIT Press, vol. 85(2), pages 244-255, May.
- Harvey, A.C. & Trimbur, T.M., 2001. "General Model-based Filters for Extracting Cycles and Trends in Economic Time Series," Cambridge Working Papers in Economics 0113, Faculty of Economics, University of Cambridge.
- Samuel Bentolila & Juan F. Jimeno, "undated".
"Spanish Unemployment: The End of the Wild Ride?,"
Working Papers
2003-10, FEDEA.
- Samuel Bentolila & Juan F. Jimeno, 2003. "Spanish Unemployment: The End of the Wild Ride?," Working Papers wp2003_0307, CEMFI.
- Samuel Bentolila & Juan F. Jimeno, 2003. "Spanish Unemployment: The End of the Wild Ride?," CESifo Working Paper Series 940, CESifo.
- Albert Marcet & Morte O. Ravn, "undated".
"The HP-Filter in Cross-Country Comparisons,"
Studies on the Spanish Economy
100, FEDEA.
- Marcet, Albert & Ravn, Morten, 2004. "The HP-Filter in Cross-Country Comparisons," CEPR Discussion Papers 4244, C.E.P.R. Discussion Papers.
- Albert Marcet & Morten O. Ravn, 2003. "The HP-Filter in Cross-Country Comparisons," Working Papers 32, Barcelona School of Economics.
- Albert Marcet & Morten O. Ravn, 2001. "The HP-filter in cross-country comparisons," Economics Working Papers 588, Department of Economics and Business, Universitat Pompeu Fabra, revised Dec 2003.
- Albert Marcet & Morten Ravn, 2001. "GAUSS code for the HP-filter reformulated as a constrained minimization problem," QM&RBC Codes 103, Quantitative Macroeconomics & Real Business Cycles.
- Ángel Estrada & Ignacio Hernando & J. David López-Salido, 2000. "Measuring the NAIRU in the Spanish Economy," Working Papers 0009, Banco de España.
- Camba-Mendez, Gonzalo & Rodriguez-Palenzuela, Diego, 2003.
"Assessment criteria for output gap estimates,"
Economic Modelling, Elsevier, vol. 20(3), pages 529-562, May.
- Camba-Méndez, Gonzalo & Rodriguez-Palenzuela, Diego, 2001. "Assessment criteria for output gap estimates," Working Paper Series 54, European Central Bank.
- Camba-Mendez, G.C. & Palenzuela-Rodriguez, D., 2001. "Assessemt Criteria for Output Gap Estimates," Papers 54, Quebec a Montreal - Recherche en gestion.
- Gomez, Victor, 1999. "Three Equivalent Methods for Filtering Finite Nonstationary Time Series," Journal of Business & Economic Statistics, American Statistical Association, vol. 17(1), pages 109-116, January.
- Victor Gómez & Agustín Maravall, 1996. "Programs TRAMO and SEATS, Instruction for User (Beta Version: september 1996)," Working Papers 9628, Banco de España.
- Kuttner, Kenneth N, 1994. "Estimating Potential Output as a Latent Variable," Journal of Business & Economic Statistics, American Statistical Association, vol. 12(3), pages 361-368, July.
- Rünstler, Gerhard, 2002. "The information content of real-time output gap estimates, an application to the euro area," Working Paper Series 182, European Central Bank.
- Piet De Jong & Singfat Chu‐Chun‐Lin, 2003. "Smoothing With An Unknown Initial Condition," Journal of Time Series Analysis, Wiley Blackwell, vol. 24(2), pages 141-148, March.
- Agustín Maravall & Ana del Río, 2001. "Time Aggregation and the Hodrick-Prescott Filter," Working Papers 0108, Banco de España.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Máximo Camacho & Rafael Doménech, 2012.
"MICA-BBVA: a factor model of economic and financial indicators for short-term GDP forecasting,"
SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 3(4), pages 475-497, December.
- Maximo Camacho & Rafael Domenech, 2010. "MICA-BBVA: A Factor Model of Economic and Financial Indicators for Short-term GDP Forecasting," Working Papers 1021, BBVA Bank, Economic Research Department.
- Velilla, Jorge, 2021. "Regional and national results on entrepreneurship using GEM data," MPRA Paper 110323, University Library of Munich, Germany.
- Mauricio SANTAMARIA SALAMANCA & Gabriel PIRAQUIVE GALEANO & Gustavo HERNANDEZ DIAZ & Norberto ROJAS DELGADILLO, 2013. "Crecimiento económico y desempleo: Retos a largo plazo," Archivos de Economía 11202, Departamento Nacional de Planeación.
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.- Gabriel RODRIGUEZ, 2010. "Estimating Output Gap, Core Inflation, And The Nairu For Peru, 1979-2007," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 10(1).
- Rodríguez, Gabriel, 2009. "Estimating Output Gap, Core Inflation, and the NAIRU for Peru," Working Papers 2009-011, Banco Central de Reserva del Perú.
- Cayen, Jean-Philippe & van Norden, Simon, 2005.
"The reliability of Canadian output-gap estimates,"
The North American Journal of Economics and Finance, Elsevier, vol. 16(3), pages 373-393, December.
- Cayen, Jean-Philippe & van Norden, Simon, 2004. "The reliability of Canadian output gap estimates," Discussion Paper Series 1: Economic Studies 2004,29, Deutsche Bundesbank.
- Ángel Guillén & Gabriel Rodríguez, 2014.
"Trend-cycle decomposition for Peruvian GDP: application of an alternative method,"
Latin American Economic Review, Springer;Centro de Investigaciòn y Docencia Económica (CIDE), vol. 23(1), pages 1-44, December.
- Ángel Guillén & Gabriel Rodríguez, 2013. "Trend-cycle decomposition for Peruvian GDP: Application of an alternative method," Documentos de Trabajo / Working Papers 2013-368, Departamento de Economía - Pontificia Universidad Católica del Perú.
- Tommaso Proietti & Alberto Musso & Thomas Westermann, 2007.
"Estimating potential output and the output gap for the euro area: a model-based production function approach,"
Empirical Economics, Springer, vol. 33(1), pages 85-113, July.
- Tommaso PROIETTI & Alberto MUSSO & Thomas WESTERMANN, 2002. "Estimating Potential Output and the Output Gap for the Euro Area: a Model-Based Production Function Approach," Economics Working Papers ECO2002/09, European University Institute.
- Maravall, A. & del Rio, A., 2007.
"Temporal aggregation, systematic sampling, and the Hodrick-Prescott filter,"
Computational Statistics & Data Analysis, Elsevier, vol. 52(2), pages 975-998, October.
- Agustín Maravall & Ana del Río, 2007. "Temporal aggregation, systematic sampling, and the Hodrick-Prescott filter," Working Papers 0728, Banco de España.
- Hall, Viv B & Thomson, Peter, 2022. "A boosted HP filter for business cycle analysis: evidence from New Zealand’s small open economy," Working Paper Series 9473, Victoria University of Wellington, School of Economics and Finance.
- Jaqueson K. Galimberti & Marcelo L. Moura, 2011.
"Improving the reliability of real-time Hodrick-Prescott filtering using survey forecasts,"
Centre for Growth and Business Cycle Research Discussion Paper Series
159, Economics, The University of Manchester.
- Jaqueson K. Galimberti & Marcelo L. Moura, 2014. "Improving the reliability of real-time Hodrick-Prescott Filtering using survey forecasts," KOF Working papers 14-360, KOF Swiss Economic Institute, ETH Zurich.
- Xiaoshan Chen & Terence Mills, 2012.
"Measuring the Euro area output gap using a multivariate unobserved components model containing phase shifts,"
Empirical Economics, Springer, vol. 43(2), pages 671-692, October.
- Xiaoshan Chen & Terence C. Mills, 2009. "Measuring the Euro area output gap using multivariate unobserved components models containing phase shifts," Working Papers 2009_35, Business School - Economics, University of Glasgow, revised Jul 2010.
- Fritz, Marlon, 2019. "Steady state adjusting trends using a data-driven local polynomial regression," Economic Modelling, Elsevier, vol. 83(C), pages 312-325.
- Rand, John & Tarp, Finn, 2002.
"Business Cycles in Developing Countries: Are They Different?,"
World Development, Elsevier, vol. 30(12), pages 2071-2088, December.
- Rand, John & Tarp, Finn, 2001. "Business Cycles in Developing Countries: Are They Different?," MPRA Paper 62445, University Library of Munich, Germany.
- Álvarez, Luis J. & Gómez-Loscos, Ana, 2018.
"A menu on output gap estimation methods,"
Journal of Policy Modeling, Elsevier, vol. 40(4), pages 827-850.
- Luis J. Álvarez & Ana Gómez-Loscos, 2017. "A menu on output gap estimation methods," Working Papers 1720, Banco de España.
- Zsolt Darvas & Gábor Vadas, 2003.
"Univariate Potential Output Estimations for Hungary,"
MNB Working Papers
2003/8, Magyar Nemzeti Bank (Central Bank of Hungary).
- Gabor Vadas & Zsolt Darvas, 2005. "Univariate Potential Output Estimations for Hungary," Macroeconomics 0512009, University Library of Munich, Germany.
- Rodríguez, Gabriel, 2010.
"Using A Forward-Looking Phillips Curve to Estimate the Output Gap in Peru,"
Review of Applied Economics, Lincoln University, Department of Financial and Business Systems, vol. 6(1-2), pages 1-13, April.
- Rodríguez, Gabriel, 2009. "Using A Forward-Looking Phillips Curve to Estimate the Output Gap in Peru," Working Papers 2009-010, Banco Central de Reserva del Perú.
- Gian Luigi Mazzi & Frédéric Reynès & Matthieu Lemoine & Paola Veroni, 2008.
"Real Time Estimation of Potential Output and Output Gap for the Euro-Area : Comparing Production Function with Unobserved Components and SVAR Approaches,"
SciencePo Working papers Main
hal-01027422, HAL.
- Lemoine, Matthieu & Mazzi, Gian Luigi & Monperrus-Veroni, Paola & Reynes, Frédéric, 2008. "Real time estimation of potential output and output gap for theeuro-area: comparing production function with unobserved componentsand SVAR approaches," MPRA Paper 13128, University Library of Munich, Germany, revised Nov 2008.
- Matthieu Lemoine & Gian Luigi Mazzi & Paola Monperrus-Veroni & Frédéric Reynes, 2008. "Real time estimation of potential output and output gap for the euro-area: comparing production function with unobserved components and SVAR approaches," Documents de Travail de l'OFCE 2008-34, Observatoire Francais des Conjonctures Economiques (OFCE).
- Gian Luigi Mazzi & Frédéric Reynès & Matthieu Lemoine & Paola Veroni, 2008. "Real Time Estimation of Potential Output and Output Gap for the Euro-Area : Comparing Production Function with Unobserved Components and SVAR Approaches," Working Papers hal-01027422, HAL.
- Mr. Angel J. Ubide & Mr. Kevin Ross, 2001. "Mind the Gap: What is the Best Measure of Slack in the Euro Area?," IMF Working Papers 2001/203, International Monetary Fund.
- 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.
- Döpke, Jörg, 2004. "Real-time data and business cycle analysis in Germany," Discussion Paper Series 1: Economic Studies 2004,11, Deutsche Bundesbank.
- Basistha, Arabinda & Nelson, Charles R., 2007. "New measures of the output gap based on the forward-looking new Keynesian Phillips curve," Journal of Monetary Economics, Elsevier, vol. 54(2), pages 498-511, March.
- Winkelried, Diego, 2013. "Modelo de Proyección Trimestral del BCRP: Actualización y novedades," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 26, pages 9-60.
More about this item
Keywords
Componente cíclico del PIB; Ley de Okun; inversión; filtro de Kalman.;All these keywords.
JEL classification:
- 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
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
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:iec:inveco:v:29:y:2005:i:2:p:259-288. 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: Isabel Sánchez-Seco (email available below). General contact details of provider: https://www.fundacionsepi.es/ .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.