Measuring uncertainty of the euro area NAIRU: Monte Carlo and empirical evidence for alternative confidence intervals in a state space framework
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DOI: 10.1007/s00181-007-0126-5
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Citations
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Cited by:
- Tommaso Proietti & Alberto Musso, 2012. "Growth accounting for the euro area," Empirical Economics, Springer, vol. 43(1), pages 219-244, August.
- Dieppe, Alistair & Ortega, Eva & D'Agostino, Antonello & Karlsson, Tohmas & Benkovskis, Konstantins & Caivano, Michele & Hurtado, Samuel & Várnai, Tímea, 2011. "Assessing the sensitivity of inflation to economic activity," Working Paper Series 1357, European Central Bank.
- Fitzenberger Bernd & Franz Wolfgang & Bode Oliver, 2008.
"The Phillips Curve and NAIRU Revisited: New Estimates for Germany,"
Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 228(5-6), pages 465-496, October.
- Fitzenberger, Bernd & Franz, Wolfgang & Bode, Oliver, 2007. "The Phillips Curve and NAIRU Revisited: New Estimates for Germany," Kiel Working Papers 1344, Kiel Institute for the World Economy (IfW Kiel).
- Fitzenberger, Bernd & Franz, Wolfgang & Bode, Oliver, 2007. "The Phillips Curve and NAIRU Revisited: New Estimates for Germany," ZEW Discussion Papers 07-070, ZEW - Leibniz Centre for European Economic Research.
- Schleer, Frauke & Kappler, Marcus, 2014. "The Phillips Curve: (In)stability, the role of credit, and implications for potential output measurement," ZEW Discussion Papers 14-067, ZEW - Leibniz Centre for European Economic Research.
- Şanlı, Devran, 2018. "Macroeconomic Unstables and the Rate of Natural Unemployement: The Study of OECD and Turkish Economy 1980-2016," Bulletin of Economic Theory and Analysis, BETA Journals, vol. 3(3), pages 159-174, September.
- Kajuth, Florian, 2012. "Identifying the Phillips curve through shifts in volatility," Journal of Macroeconomics, Elsevier, vol. 34(4), pages 975-991.
- Valerija Botric, 2012. "NAIRU estimates for Croatia," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, vol. 30(1), pages 163-180.
- Musso, Alberto & Proietti, Tommaso, 2007. "Growth accounting for the euro area: a structural approach," Working Paper Series 804, European Central Bank.
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Keywords
State space models; NAIRU; Filter uncertainty; Estimation uncertainty;All these keywords.
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