Finance and Economics Discussion Series: Improving Real-Time Estimates of the Output Gap by Thomas M. Trimbur

Finance and Economics Discussion Series: Improving Real-Time Estimates of the Output Gap

Thomas M. Trimbur

48 pages missing pub info (editions)

nonfiction politics
Powered by AI (Beta)
Loading...

Description

This paper investigates strategies for real-time estimation of the output gap. First, I examine estimates from univariate models with stochastic cycles. This corresponds to the use of model-based band-pass filters in real-time, and I find that the...

Read more

Community Reviews

Loading...

Content Warnings

Loading...