Mind the Gap: Computing Finance-Neutral Output Gaps in Latin-American Economies
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- Amador-Torres, Juan S. & Gomez-Gonzalez, Jose Eduardo & Ojeda-Joya, Jair N. & Jaulin-Mendez, Oscar F. & Tenjo-Galarza, Fernando, 2016. "Mind the gap: Computing finance-neutral output gaps in Latin-American economies," Economic Systems, Elsevier, vol. 40(3), pages 444-452.
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Cited by:
- Enrique Alberola-Ila & Rocío Gondo & Marco Jacopo Lombardi & Diego Urbina, 2016. "Output gaps and policy stabilisation in Latin America: the effect of commodity and capital flow cycles," BIS Working Papers 568, Bank for International Settlements.
- Amador-Torres, J. Sebastián, 2017.
"Finance-neutral potential output: An evaluation in an emerging market monetary policy context,"
Economic Systems, Elsevier, vol. 41(3), pages 389-407.
- J. Sebastián Amador-Torres, 2016. "Finance neutral potential output: an evaluation on an emerging market monetary policy context," Borradores de Economia 958, Banco de la Republica de Colombia.
- Enrique Alberola & Rocio Gondo & Marco Lombardi & Diego Urbina, 2017.
"Output gaps and stabilisation policies in Latin America: The effect of commodity and capital flow cycles,"
Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 35(82), pages 40-52, April.
- Enrique Alberola & Rocio Gondo & Marco Lombardi & Diego Urbina, 2017. "Output gaps and stabilisation policies in Latin America: The effect of commodity and capital flow cycles," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 35(82), pages 40-52, April.
- 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," JRC Working Papers in Economics and Finance 2020-11, Joint Research Centre, European Commission.
- repec:bdr:ensayo:v:35:y:2017:i:82:p:71-85 is not listed on IDEAS
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More about this item
Keywords
Potential output; financial cycle; asset prices; Kalman filter;All these keywords.
JEL classification:
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- E47 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Forecasting and Simulation: Models and Applications
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
NEP fields
This paper has been announced in the following NEP Reports:- NEP-MAC-2015-09-11 (Macroeconomics)
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