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Measurement of the Output Gap: A Discussion of Recent Research at the Bank of Canada
Citations
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Cited by:
- Grech, Aaron George, 2004. "Estimating the output gap for the Maltese economy," MPRA Paper 33663, University Library of Munich, Germany.
- Orphanides, Athanasios & van Norden, Simon, 2005.
"The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 37(3), pages 583-601, June.
- Athanasios Orphanides & Simon van Norden, 2003. "The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time," CIRANO Working Papers 2003s-01, CIRANO.
- Athanasios Orphanides & Simon van Norden, 2004. "The reliability of inflation forecasts based on output gap estimates in real time," Finance and Economics Discussion Series 2004-68, Board of Governors of the Federal Reserve System (U.S.).
- Orphanides, Athanasios & van Norden, Simon, 2005. "The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time," CEPR Discussion Papers 4830, C.E.P.R. Discussion Papers.
- Odile Chagny & Matthieu Lemoine, 2003.
"Écart de production dans la zone euro. Une estimation par le filtre de Hodrick-Prescott multivarié,"
Revue de l'OFCE, Presses de Sciences-Po, vol. 86(3), pages 173-202.
- Odile Chagny & Matthieu Lemoine, 2003. "Ecart de production dans la zone euro : une estimation par le filtre de Hodrick-Prescott multivarié," SciencePo Working papers Main hal-01019442, HAL.
- Odile Chagny & Matthieu Lemoine, 2003. "Ecart de production dans la zone euro : une estimation par le filtre de Hodrick-Prescott multivarié," Post-Print hal-01019442, HAL.
- Aguilar-Argaez Ana María & Alcaraz Carlo & Ramírez Claudia & Rodríguez-Pérez Cid Alonso, 2020.
"The NAIRU and Informality in the Mexican Labor Market,"
Working Papers
2020-09, Banco de México.
- Ana Aguilar & Carlo Alcaraz & Claudia Ramírez & Cid Alonso Rodríguez-Pérez, 2022. "The NAIRU and informality in the Mexican labor market," BIS Working Papers 1005, Bank for International Settlements.
- Eduardo Loría & Emmanuel Salas, 2015. "Mexico and the United States: cycle synchronization,1980.1-2013.4," Ensayos Revista de Economia, Universidad Autonoma de Nuevo Leon, Facultad de Economia, vol. 0(1), pages 75-102, May.
- Athanasios Orphanides & Simon van Norden, 2002.
"The Unreliability of Output-Gap Estimates in Real Time,"
The Review of Economics and Statistics, MIT Press, vol. 84(4), pages 569-583, November.
- Athanasios Orphanides & Simon van Norden, 1999. "The Reliability of Output Gap Estimates in Real Time," Macroeconomics 9907006, University Library of Munich, Germany.
- Athanasios Orphanides & Simon van Norden, 1999. "The reliability of output gap estimates in real time," Finance and Economics Discussion Series 1999-38, Board of Governors of the Federal Reserve System (U.S.).
- Athanasios Orphanides & Simon Van_Norden, 2000. "The Reliability of Output Gap Estimates in Real Time," Econometric Society World Congress 2000 Contributed Papers 0768, Econometric Society.
- Athanasios Orphanides & Simon van Norden, 2001. "The Unreliability of Output Gap Estimates in Real Time," CIRANO Working Papers 2001s-57, CIRANO.
- Novikova Natalia & Volkov Dmitry, 2012. "Modelling core inflation in Ukraine in 2003-2012," EERC Working Paper Series 12/12e, EERC Research Network, Russia and CIS.
- David Laidler, 1999. "The Quantity of Money and Monetary Policy," Staff Working Papers 99-5, Bank of Canada.
- Alexander Herzog-Stein & Patrick Nüß, 2016. "Extensive versus intensive margin over the business cycle: New evidence for Germany and the United States," IMK Working Paper 163-2016, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
- Martha Misas & Enrique López, 2000.
"La Utilización De La Capacidad Instalada De La Industria En Colombia: Un Nuevo Enfoque,"
Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 18(38), pages 5-44, December.
- Martha Misas A. & Enrique López E., 2000. "La utilización de la capacidad instalada de la industria en Colombia: un nuevo enfoque," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 18(38), pages 5-44, December.
- Martha Misas Arango & Enrique López, 2000. "La Utilización De La Capacidad Instalada De La Industria En Colombia: Un Nuevo Enfoque," Borradores de Economia 3096, Banco de la Republica.
- Martha Misas & Enrique López, 2000. "La Utilización de la Capacidad Instalada de la Industria en Colombia: Un Nuevo Enfoque," Borradores de Economia 153, Banco de la Republica de Colombia.
- Odia Ndongo, Yves Francis, 2006. "Datation du Cycle du PIB Camerounais entre 1960 et 2003," MPRA Paper 552, University Library of Munich, Germany.
- Wulfrano Gómez & Leovardo Mata & Montserrat Reyna, 2013. "Hodrick-Prescott Filter: An Extreme-Sport Testing," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, vol. 7(1), pages 1-13.
- Martha López P., 2004.
"Efficient policy rule for inflation targeting in Colombia,"
Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 22(45), pages 80-115, June.
- Martha López P., 2004. "Efficient Policy Rule for Inflation Targeting in Colombia," Money Affairs, CEMLA, vol. 0(1), pages 1-24, January-J.
- Martha López P., 2004. "Efficient Policy Rule for Inflation Targeting in Colombia," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 22(45), pages 80-115, June.
- Martha López P., 2003. "Efficient Policy Rule for Inflation Targeting in Colombia," Borradores de Economia 240, Banco de la Republica de Colombia.
- Martha López P., 2003. "Efficient Policy Rule For Inflation Targeting In Colombia," Borradores de Economia 2437, Banco de la Republica.
- Szilárd Benk & Zoltán M. Jakab & Gábor Vadas, 2005. "Potential Output Estimations for Hungary: A Survey of Different Approaches," MNB Occasional Papers 2005/43, Magyar Nemzeti Bank (Central Bank of Hungary).
- Yetman, James, 2003.
"Probing potential output: Monetary policy, credibility, and optimal learning under uncertainty,"
Journal of Macroeconomics, Elsevier, vol. 25(3), pages 311-330, September.
- James Yetman, 2000. "Probing Potential Output: Monetary Policy, Credibility And Optimal Learning Under Uncertainty," Computing in Economics and Finance 2000 181, Society for Computational Economics.
- James Yetman, 2000. "Probing Potential Output: Monetary Policy, Credibility, and Optimal Learning under Uncertainty," Staff Working Papers 00-10, Bank of Canada.
- João Sousa Andrade & António Portugal Duarte, 2012.
"The Importance of a Good Indicator for Global Exciess Demand,"
Book Chapters, in: Paulino Teixeira & António Portugal Duarte & Srdjan Redzepagic & Dejan Eric (ed.), European Integration Process in Western Balkan Countries, edition 1, volume 1, chapter 1, pages 11-35,
Institute of Economic Sciences.
- João Sousa Andrade & António Portugal Duarte, 2012. "The Importance of a Good Indicator for Global Excess Demand," GEMF Working Papers 2012-15, GEMF, Faculty of Economics, University of Coimbra.
- Lawrence J. Christiano & Christopher J. Gust, 2000.
"The expectations trap hypothesis,"
Economic Perspectives, Federal Reserve Bank of Chicago, vol. 25(Q II), pages 21-39.
- Lawrence J. Christiano & Christopher J. Gust, 2000. "The expectations trap hypothesis," Working Papers (Old Series) 0004, Federal Reserve Bank of Cleveland.
- Lawrence J. Christiano & Christopher J. Gust, 2000. "The Expectations Trap Hypothesis," NBER Working Papers 7809, National Bureau of Economic Research, Inc.
- Lawrence J. Christiano & Christopher J. Gust, 2000. "The expectations trap hypothesis," International Finance Discussion Papers 676, Board of Governors of the Federal Reserve System (U.S.).
- Dany Brouillette & Marie-Noëlle Robitaille & Laurence Savoie-Chabot & Pierre St-Amant & Bassirou Gueye & Elise Martin, 2019. "The Trend Unemployment Rate in Canada: Searching for the Unobservable," Staff Working Papers 19-13, Bank of Canada.
- Trejo García, José Carlos & Venegas-Martínez, Francisco & Martínez-García, Miguel Ángel, 2014. "Measuring Inflation Aversion Levels in Mexico through a Social Loss Function (2000-2011)," Sección de Estudios de Posgrado e Investigación de la Escuela Superios de Economía del Instituto Politécnico Nacional, in: Universidad Panamericana, Escuela de Ciencias Económicas y Empresariales & Universidad de las Améric (ed.), Teoría Económica: un panorama contemporáneo, volume 1, chapter 11, pages 255-272, Escuela Superior de Economía, Instituto Politécnico Nacional.
- Odile Chagny & Matthieu Lemoine, 2004.
"An estimation of the Euro Area potential output with a semi-structural multivariate Hodrick-Prescott filter,"
Working Papers
hal-00972840, HAL.
- Odile Chagny & Matthieu Lemoine, 2004. "An estimation of the Euro Area potential output with a semi-structural multivariate Hodrick-Prescott filter," SciencePo Working papers Main hal-00972840, HAL.
- Odile Chagny & Matthieu Lemoine, 2004. "An estimation of the euro area potential output with a semi-structural multivariate Hodrick-Prescott filter," Documents de Travail de l'OFCE 2004-14, Observatoire Francais des Conjonctures Economiques (OFCE).
- Oezer Karagedikli & Ole Rummel, 2020.
"Weighing up the Credit-to-GDP gap: A cautionary note,"
MAGKS Papers on Economics
202022, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Özer Karagedikli & Ole Rummel, 2020. "Weighing up the Credit-to-GDP Gap: A Cautionary Note," Working Papers wp40, South East Asian Central Banks (SEACEN) Research and Training Centre.
- Tatiana Cesaroni, 2010.
"Estimating potential output using business survey data in a svar framework,"
Economics Bulletin, AccessEcon, vol. 30(3), pages 2249-2258.
- Cesaroni, Tatiana, 2008. "Estimating potential output using business survey data in a SVAR framework," MPRA Paper 16324, University Library of Munich, Germany.
- repec:hal:wpspec:info:hdl:2441/2135 is not listed on IDEAS
- Johannes Hermanus Kemp, 2015.
"Measuring Potential Output for the South African Economy: Embedding Information About the Financial Cycle,"
South African Journal of Economics, Economic Society of South Africa, vol. 83(4), pages 549-568, December.
- Harri Kemp, 2014. "Measuring potential output for the South African economy: Embedding information about the financial cycle," Working Papers 03/2014, Stellenbosch University, Department of Economics.
- Martha Misas A & Enrique López E, 2001.
"Desequilibrios Reales En Colombia,"
Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 19(40), pages 5-45, December.
- Martha Misas & Enrique López, 2001. "Desequilibrios Reales en Colombia," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 19(40), June.
- Martha Misas A. & Enrique López E., 2001. "Desequilibrios Reales en Colombia," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 19(40), pages 5-45, December.
- Martha Misas Arango & Enrique López Enciso, 0000. "Desequilibrios Reales En Colombia," Borradores de Economia 2291, Banco de la Republica.
- Martha Misas & Enrique López Enciso, 2001. "Desequilibrios Reales en Colombia," Borradores de Economia 181, Banco de la Republica de Colombia.
- Israa A. El Husseiny, 2018. "On the Cyclical Behavior of Fiscal Policy in Egypt," Contemporary Economics, University of Economics and Human Sciences in Warsaw., vol. 12(1), March.
- Felipe Morandé & Mauricio Tejada, 2009. "Sources of Uncertainty in Conducting Monetary Policy in Chile," Central Banking, Analysis, and Economic Policies Book Series, in: Klaus Schmidt-Hebbel & Carl E. Walsh & Norman Loayza (Series Editor) & Klaus Schmidt-Hebbel (Series (ed.),Monetary Policy under Uncertainty and Learning, edition 1, volume 13, chapter 12, pages 451-509, Central Bank of Chile.
- Arturo Antón-Sarabia, 2008. "El problema al final de la muestra en la estimación del PIB potencial," Working Papers DTE 442, CIDE, División de Economía.
- Lawrence J. Christiano & Terry J. Fitzgerald, 2003.
"The Band Pass Filter,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 44(2), pages 435-465, May.
- Lawrence J. Christiano & Terry J. Fitzgerald, 1999. "The Band pass filter," Working Papers (Old Series) 9906, Federal Reserve Bank of Cleveland.
- Lawrence J. Christiano & Terry J. Fitzgerald, 1999. "The Band Pass Filter," NBER Working Papers 7257, National Bureau of Economic Research, Inc.
- Tom Doan, "undated". "CFFILTER: RATS procedure to perform band pass filter using Christiano-Fitzgerald method," Statistical Software Components RTS00034, Boston College Department of Economics.
- Luis Gonzalo Llosa & Shirley Miller, 2004.
"Using Additional Information in Estimating the Output Gap in Peru: a Multivariate Unobserved Component Approach,"
Money Affairs, CEMLA, vol. 0(1), pages 57-82, January-J.
- Gonzalo Llosa/Shirley Miller, 2004. "Using additional information in estimating output gap in Peru: a multivariate unobserved component approach," Econometric Society 2004 Latin American Meetings 243, Econometric Society.
- Gonzalo Llosa & Shirley Miller, 2005. "Using additional information in estimating the output gap in Peru: a multivariate unobserved component approach," Working Papers 2005-004, Banco Central de Reserva del Perú.
- René Lalonde, 2000. "Le modèle USM d'analyse et de projection de l'économie américaine," Staff Working Papers 00-19, Bank of Canada.
- Enrique López E & Martha Misas A, 1998.
"Un Examen Empírico De La Curva De Phillips En Colombia,"
Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 17(34), pages 39-87, December.
- Enrique López E. & Martha Misas A., 1998. "Un examen empírico de la curva de Phillips en Colombia," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 17(34), pages 39-87, December.
- Enrique López E. & Martha Misas A., 1999. "Un Examen Empirico De La Curva De Phillips En Colombia," Borradores de Economia 3676, Banco de la Republica.
- Enrique López & Martha Misas, 1999. "Un Exámen Empírico de la Curva de Phillips en Colombia," Borradores de Economia 117, Banco de la Republica de Colombia.
- Aaron G. Grech, "undated".
"Investigating potential output using the Hodrick-Prescott filter: an application for Malta,"
CBM Working Papers
WP/02/2014, Central Bank of Malta.
- Grech, Aaron George, 2014. "Investigating potential output using the Hodrick-Prescott filter: an application for Malta," MPRA Paper 57131, University Library of Munich, Germany.
- Athanasios Orphanides, 2001.
"Monetary Policy Rules Based on Real-Time Data,"
American Economic Review, American Economic Association, vol. 91(4), pages 964-985, September.
- Athanasios Orphanides, 1998. "Monetary policy rules based on real-time data," Finance and Economics Discussion Series 1998-03, Board of Governors of the Federal Reserve System (U.S.).
- Anthony Garratt & Kevin Lee & Emi Mise & Kalvinder Shields, 2008.
"Real-Time Representations of the Output Gap,"
The Review of Economics and Statistics, MIT Press, vol. 90(4), pages 792-804, November.
- Kevin Lee & Emi Mise & Kalvinder Shields & Tony Garratt, 2005. "Real time Representations of the Output Gap," Money Macro and Finance (MMF) Research Group Conference 2005 26, Money Macro and Finance Research Group.
- Anthony Garratt & Kevin Lee & Emi Mise & Kalvinder Shields, 2006. "Real Time Representations of the Output Gap," Birkbeck Working Papers in Economics and Finance 0619, Birkbeck, Department of Economics, Mathematics & Statistics.
- Athanasios Orphanides & John C. Williams, 2002.
"Robust Monetary Policy Rules with Unknown Natural Rates,"
Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 33(2), pages 63-146.
- Athanasios Orphanides & John C. Williams, 2002. "Robust monetary policy rules with unknown natural rates," Working Paper Series 2003-01, Federal Reserve Bank of San Francisco.
- Athanasios Orphanides & John C. Williams, 2003. "Robust monetary policy rules with unknown natural rates," Finance and Economics Discussion Series 2003-11, Board of Governors of the Federal Reserve System (U.S.).
- Arturo Antón-Sarabia, 2009. "Efectos del ciclo económico en EE. UU. sobre la producción y el empleo en México," Working Papers DTE 456, CIDE, División de Economía.
- Carrillo Julio A. & Elizondo Rocío & Rodríguez-Pérez Cid Alonso & Roldán-Peña Jessica, 2018. "What Determines the Neutral Rate of Interest in an Emerging Economy?," Working Papers 2018-22, Banco de México.
- 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.
- Marc-André Gosselin & René Lalonde, 2002. "Une approche éclectique d'estimation du PIB potentiel américain," Staff Working Papers 02-36, Bank of Canada.
- Simon van Norden, 2002. "Filtering for Current Analysis," Staff Working Papers 02-28, Bank of Canada.
- repec:spo:wpmain:info:hdl:2441/2128 is not listed on IDEAS
- Hughes Hallett, Andrew & Lewis, John & Kattai, Rasmus, 2007.
"Early Warning or Just Wise After the Event? The Problem of Using Cyclically Adjusted Budget Deficits for Fiscal Surveillance,"
CEPR Discussion Papers
6213, C.E.P.R. Discussion Papers.
- Andrew Hughes Hallett & Rasmus Kattai & John Lewis, 2007. "Early warning or just wise after the event? The problem of using cyclically adjusted budget deficits for fiscal surveillance," Bank of Estonia Working Papers 2007-02, Bank of Estonia, revised 09 Feb 2007.
- Éva Gyurkovics & Tibor Takács, 2023. "Estimation of the potential GDP by a new robust filter method," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 31(4), pages 1183-1207, December.
- 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.
- Vashchelyuk, N.V. (Ващелюк, Н.В.) & Zubarev, Andrey (Зубарев, Андрей) & Trunin, Pavel (Трунин, Павел), 2016. "Determination of the Output Gap for the Russian Economy [Определение Разрыва Выпуска Для Российской Экономики]," Working Papers 2137, Russian Presidential Academy of National Economy and Public Administration.
- Adam Geršl & Thomas Mitterling, 2021. "Forecast-Augmented Credit-to-GDP Gap as an Early Warning Indicator of Banking Crises," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 71(4), pages 323-351, December.
- René Lalonde & Jennifer Page & Pierre St-Amant, 1998. "Une nouvelle méthode d'estimation de l'écart de production et son application aux États-Unis, au Canada et à l'Allemagne," Staff Working Papers 98-21, Bank of Canada.
- Maral Kichian, 2000. "GAUSS™ Programs for the Estimation of State-Space Models with ARCH Errors: A User's Guide," Staff Working Papers 00-2, Bank of Canada.
- Charles St-Arnaud, 2004. "Une approche éclectique d'estimation du PIB potentiel pour le Royaume-Uni," Staff Working Papers 04-46, Bank of Canada.
- Artur R. Sharafutdinov, 2023. "Разрыв Выпуска В Российской Экономике: Оценка На Основе Многомерного Фильтра Мвф," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 4, pages 15-23, April.
- repec:wvu:wpaper:05-07 is not listed on IDEAS
- Grech, Aaron George, 2013. "Adapting the Hodrick-Prescott Filter for Very Small Open Economies," MPRA Paper 48803, University Library of Munich, Germany.
- Marta Areosa, 2008. "Combining Hodrick-Prescott Filtering with a Production Function Approach to Estimate Output Gap," Working Papers Series 172, Central Bank of Brazil, Research Department.
- Dan Armeanu & Georgiana Camelia Crețan & Leonard Lache & Mihaela Mitroi, 2015. "Estimating Potential GDP for the Romanian Economy and Assessing the Sustainability of Economic Growth: A Multivariate Filter Approach," Sustainability, MDPI, vol. 7(3), pages 1-21, March.
- Yanick Desnoyers, 2001. "L'effet de la richesse sur la consommation aux États-Unis," Staff Working Papers 01-14, Bank of Canada.
- Rivas-Aceves, Salvador & Castillo-Ramírez, Claudia Estrella & Venegas-Martínez, Francisco (ed.), 2014. "Teoría económica: un panorama contemporáneo," Sección de Estudios de Posgrado e Investigación de la Escuela Superios de Economía del Instituto Politécnico Nacional, Escuela Superior de Economía, Instituto Politécnico Nacional, edition 1, volume 1, number 011, January.
- Mohamed A. Osman & Rosmy Jean Louis & Faruk Balli, 2009.
"Output gap and inflation nexus: the case of United Arab Emirates,"
International Journal of Economics and Business Research, Inderscience Enterprises Ltd, vol. 1(1), pages 118-135.
- Osman, Mohammad & Jean Louis, Rosmy & Balli, Faruk, 2008. "Output gap and inflation nexus: the case of United Arab Emirates," MPRA Paper 34006, University Library of Munich, Germany, revised 2009.
- Daniel Ventosa‐Santaulària & Luis G. Hernández‐Román & Alejandro Villagómez Amezcua, 2021. "Recessions and potential GDP: The case of Mexico," Bulletin of Economic Research, Wiley Blackwell, vol. 73(2), pages 179-195, April.
- ODIA NDONGO, Yves Francis, 2007. "Les sources des fluctuations marcoéconomiques au Cameroun," MPRA Paper 1308, University Library of Munich, Germany.
- Martin Boďa & Mariana Považanová, 2023. "How credible are Okun coefficients? The gap version of Okun’s law for G7 economies," Economic Change and Restructuring, Springer, vol. 56(3), pages 1467-1514, June.
- Ince, Onur & Papell, David H., 2013.
"The (un)reliability of real-time output gap estimates with revised data,"
Economic Modelling, Elsevier, vol. 33(C), pages 713-721.
- Onur Ince & David H. Papell, 2013. "The (Un)Reliability of Real-Time Output Gap Estimates with Revised Data," Working Papers 13-02, Department of Economics, Appalachian State University.
- 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.
- Walter Engert & Scott Hendry, 1998. "Forecasting Inflation with the M1-VECM: Part Two," Staff Working Papers 98-6, Bank of Canada.
- Clark, Todd E. & McCracken, Michael W., 2006.
"The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(5), pages 1127-1148, August.
- Todd E. Clark & Michael W. McCracken, 2003. "The predictive content of the output gap for inflation : resolving in-sample and out-of-sample evidence," Research Working Paper RWP 03-06, Federal Reserve Bank of Kansas City.
- Michael W. McCracken & Todd E. Clark, 2003. "The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence," Computing in Economics and Finance 2003 183, Society for Computational Economics.
- Chantal Dupasquier & Nicholas Ricketts, 1998. "Non-Linearities in the Output-Inflation Relationship: Some Empirical Results for Canada," Staff Working Papers 98-14, Bank of Canada.
- Gordon de Brouwer, 1998. "Estimating Output Gaps," RBA Research Discussion Papers rdp9809, Reserve Bank of Australia.
- Felipe Morandé & Mauricio Tejada, 2008.
"Sources of Uncertainty for Conducting Monetary Policy in Chile,"
Working Papers Central Bank of Chile
492, Central Bank of Chile.
- Felipe Morandé Lavín & Mauricio Tejada, 2008. "Sources of Uncertainty for Conducting Monetary Policy in Chile," Working Papers wp285, University of Chile, Department of Economics.
- Kaloyan Ganev, 2004.
"Statistical estimates of the deviations from the macroeconomic potential. An application to the economy of Bulgaria,"
Macroeconomics
0409010, University Library of Munich, Germany.
- Kaloyan Ganev, 2004. "Statistical estimates of the deviations from the macroeconomic potential. An application to the economy of Bulgaria," Working paper series 12004en, Agency for Economic Analysis and Forecasting.
- Pierre St-Amant & David Tessier, 2000.
"Résultats empiriques multi-pays relatifs à l'impact des cibles d'inflation sur la crédibilité de la politique monétaire,"
Canadian Public Policy, University of Toronto Press, vol. 26(3), pages 295-310, September.
- Pierre St-Amant & David Tessier, 1998. "Résultats empiriques multi-pays relatifs à l'impact des cibles d'inflation sur la crédibilité de la politique monétaire," Staff Working Papers 98-23, Bank of Canada.
- Arabinda Basistha, 2007.
"Trend‐cycle correlation, drift break and the estimation of trend and cycle in Canadian GDP,"
Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 40(2), pages 584-606, May.
- Arabinda Basistha, 2007. "Trend-cycle correlation, drift break and the estimation of trend and cycle in Canadian GDP," Canadian Journal of Economics, Canadian Economics Association, vol. 40(2), pages 584-606, May.
- repec:hal:wpspec:info:hdl:2441/2128 is not listed on IDEAS
- Greg Tkacz, 2007. "Gold Prices and Inflation," Staff Working Papers 07-35, Bank of Canada.
- Andrew Rennison, 2003. "Comparing Alternative Output-Gap Estimators: A Monte Carlo Approach," Staff Working Papers 03-8, Bank of Canada.
- repec:spo:wpecon:info:hdl:2441/2128 is not listed on IDEAS
- Rafael R. S. Guimaraes, 2022. "Deep Learning Macroeconomics," Papers 2201.13380, arXiv.org.
- Lise Pichette & Pierre St-Amant & Ben Tomlin & Karine Anoma, 2015. "Measuring Potential Output at the Bank of Canada: The Extended Multivariate Filter and the Integrated Framework," Discussion Papers 15-1, Bank of Canada.
- Maral Kichian, 1999. "Measuring Potential Output within a State-Space Framework," Staff Working Papers 99-9, Bank of Canada.
- Mise, Emi & Kim, Tae-Hwan & Newbold, Paul, 2005. "On suboptimality of the Hodrick-Prescott filter at time series endpoints," Journal of Macroeconomics, Elsevier, vol. 27(1), pages 53-67, March.
- Anusha, "undated". "Evaluating reliability of some symmetric and asymmetric univariate filters," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2015-030, Indira Gandhi Institute of Development Research, Mumbai, India.
- Matthieu LEMOINE & Odile CHAGNY, 2005. "Estimating the potential output of the euro area with a semi-structural multivariate Hodrick-Prescott filter," Computing in Economics and Finance 2005 344, Society for Computational Economics.
- Coutiño, Alfredo, 2016. "Pitfalls in monetary policy decisions based on the output gap," Journal of Policy Modeling, Elsevier, vol. 38(1), pages 54-64.
- Artur R. Sharafutdinov, 2023. "Output Gap in Russian Economy: Estimate Based on the IMF’s Multivariate Filter [Разрыв Выпуска В Российской Экономике: Оценка На Основе Многомерного Фильтра Мвф]," Russian Economic Development, Gaidar Institute for Economic Policy, issue 4, pages 15-23, April.
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