Real-Time Properties of the Federal Reserve's Output Gap
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Citations
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Cited by:
- Günes Kamber & James Morley & Benjamin Wong, 2018.
"Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter,"
The Review of Economics and Statistics, MIT Press, vol. 100(3), pages 550-566, July.
- Güneş Kamber & James Morley & Benjamin Wong, 2016. "Intuitive and reliable estimates of the output gap from a Beveridge-Nelson filter," BIS Working Papers 584, Bank for International Settlements.
- Güneş Kamber & James Morley & Benjamin Wong, 2017. "Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter," Reserve Bank of New Zealand Discussion Paper Series DP2017/01, Reserve Bank of New Zealand.
- Gunes Kamber & James Morley & Benjamin Wong, 2017. "Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter," Discussion Papers 2016-09A, School of Economics, The University of New South Wales.
- Gunes Kamber & James Morley & Benjamin Wong, 2017. "Intuitive and reliable estimates of the output gap from a Beveridge-Nelson Filter," CAMA Working Papers 2017-03, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Gunes Kamber & James Morley & Benjamin Wong, 2016. "Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter," Discussion Papers 2016-09, School of Economics, The University of New South Wales.
- Olivier Coibion & Yuriy Gorodnichenko & Mauricio Ulate, 2017. "Secular Stagnation: Policy Options and the Cyclical Sensitivity in Estimates of Potential Output," Working Papers 01/2017, National Bank of Ukraine.
- Camila Figueroa & Jorge Fornero & Pablo García, 2019. "Hindsight vs. Real time measurement of the output gap: Implications for the Phillips curve in the Chilean Case," Working Papers Central Bank of Chile 854, Central Bank of Chile.
- Travis J. Berge, 2023.
"Time-Varying Uncertainty of the Federal Reserve's Output Gap Estimate,"
The Review of Economics and Statistics, MIT Press, vol. 105(5), pages 1191-1206, September.
- Travis J. Berge, 2020. "Time-varying Uncertainty of the Federal Reserve’s Output Gap Estimate," Finance and Economics Discussion Series 2020-012r1, Board of Governors of the Federal Reserve System (U.S.), revised 14 Apr 2021.
- Croushore, Dean & van Norden, Simon, 2019.
"Fiscal Surprises at the FOMC,"
International Journal of Forecasting, Elsevier, vol. 35(4), pages 1583-1595.
- Dean Croushore & Simon van Norden, 2017. "Fiscal Surprises At The Fomc," Working Papers 17-13, Federal Reserve Bank of Philadelphia.
- Dean Croushore & Simon van Norden, 2017. "Fiscal Surprises at the FOMC," CIRANO Working Papers 2017s-09, CIRANO.
- Josefine Quast & Maik H. Wolters, 2022.
"Reliable Real-Time Output Gap Estimates Based on a Modified Hamilton Filter,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(1), pages 152-168, January.
- Quast, Josefine & Wolters, Maik H., 2019. "Reliable real-time output gap estimates based on a modified Hamilton filter," IMFS Working Paper Series 133, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Quast, Josefine & Wolters, Maik H., 2019. "Reliable Real-time Output Gap Estimates Based on a Modified Hamilton Filter," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203535, Verein für Socialpolitik / German Economic Association.
- Quast, Josefine & Wolters, Maik H., 2020. "Reliable real-time output gap estimates based on a modified Hamilton filter," Kiel Working Papers 2158, Kiel Institute for the World Economy (IfW Kiel).
- Dovern, Jonas & Zuber, Christopher, 2020. "How economic crises damage potential output – Evidence from the Great Recession," Journal of Macroeconomics, Elsevier, vol. 65(C).
- Agnello, Luca & Castro, Vítor & Sousa, Ricardo M., 2023. "A quest between fiscal and market discipline," Economic Modelling, Elsevier, vol. 119(C).
- Francesco Furlanetto & Kåre Hagelund & Frank Hansen & Ørjan Robstad, 2020. "Norges Bank Output Gap Estimates: Forecasting Properties, Reliability and Cyclical Sensitivity," Working Paper 2020/7, Norges Bank.
- Davide Fantino & Sara Formai & Alessandro Mistretta, 2021. "Firm characteristics and potential output: a growth accounting approach," Questioni di Economia e Finanza (Occasional Papers) 616, Bank of Italy, Economic Research and International Relations Area.
- Pichette, Lise & Robitaille, Marie-Noëlle & Salameh, Mohanad & St-Amant, Pierre, 2019. "Dismiss the output gaps? To use with caution given their limitations," Economic Modelling, Elsevier, vol. 76(C), pages 199-215.
- Olivier Coibion & Yuriy Gorodnichenko & Mauricio Ulate, 2018.
"The Cyclical Sensitivity in Estimates of Potential Output,"
Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 49(2 (Fall)), pages 343-441.
- Olivier Coibion & Yuriy Gorodnichenko & Mauricio Ulate, 2017. "The Cyclical Sensitivity in Estimates of Potential Output," NBER Working Papers 23580, National Bureau of Economic Research, Inc.
- Coibion, Olivier & Gorodnichenko, Yuriy & Ulate, Mauricio, 2018. "The Cyclical Sensitivity in Estimates of Potential Output," Department of Economics, Working Paper Series qt0r16570h, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Cobus Vermeulen, 2023. "The inherent uncertainties in output gap estimation a South African perspective," Working Papers 11051, South African Reserve Bank.
- Mr. Alvar Kangur & Koralai Kirabaeva & Jean-Marc Natal & Simon Voigts, 2019. "How Informative Are Real Time Output Gap Estimates in Europe?," IMF Working Papers 2019/200, International Monetary Fund.
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More about this item
JEL classification:
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
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