Verfügbarkeit: A Simple Multivariate Filter for Estimating Potential Output

A Simple Multivariate Filter for Estimating Potential Output:

Estimates of potential output are an important ingredient of structured forecasting and policy analysis. Using information on consensus forecasts, this paper extends the multivariate filter developed by Benes and others (2010). Although the estimates in real time are more robust relative to those of...

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1. Verfasser:	Blagrave, Patrick (VerfasserIn)
Format:	Elektronisch E-Book
Sprache:	English
Veröffentlicht:	Washington, D.C International Monetary Fund 2015
Schriftenreihe:	IMF Working Papers Working Paper No. 15/79
Online-Zugang:	UBW01 UEI01 LCO01 SBR01 UER01 SBG01 UBG01 FAN01 UBT01 FKE01 UBY01 UBA01 FLA01 UBM01 UPA01 UBR01 FHA01 FNU01 BSB01 TUM01 Volltext
Zusammenfassung:	Estimates of potential output are an important ingredient of structured forecasting and policy analysis. Using information on consensus forecasts, this paper extends the multivariate filter developed by Benes and others (2010). Although the estimates in real time are more robust relative to those of naïve statistical filters, there is still significant uncertainty surrounding the estimates. The paper presents estimates for 16 countries and provides an example of how the filtered estimates at the end of the sample period can be improved with additional information
Beschreibung:	1 Online-Ressource (30 p)
ISBN:	1475565135 9781475565133

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spelling	Blagrave, Patrick Verfasser aut A Simple Multivariate Filter for Estimating Potential Output Blagrave, Patrick Washington, D.C International Monetary Fund 2015 1 Online-Ressource (30 p) txt rdacontent c rdamedia cr rdacarrier IMF Working Papers Working Paper No. 15/79 Estimates of potential output are an important ingredient of structured forecasting and policy analysis. Using information on consensus forecasts, this paper extends the multivariate filter developed by Benes and others (2010). Although the estimates in real time are more robust relative to those of naïve statistical filters, there is still significant uncertainty surrounding the estimates. The paper presents estimates for 16 countries and provides an example of how the filtered estimates at the end of the sample period can be improved with additional information Online-Ausg Garcia-Saltos, Roberto Sonstige oth Laxton, Douglas Sonstige oth Zhang, Fan Sonstige oth http://elibrary.imf.org/view/IMF001/22487-9781475565133/22487-9781475565133/22487-9781475565133.xml Verlag URL des Erstveröffentlichers Volltext
spellingShingle	Blagrave, Patrick A Simple Multivariate Filter for Estimating Potential Output
title	A Simple Multivariate Filter for Estimating Potential Output
title_auth	A Simple Multivariate Filter for Estimating Potential Output
title_exact_search	A Simple Multivariate Filter for Estimating Potential Output
title_exact_search_txtP	A Simple Multivariate Filter for Estimating Potential Output
title_full	A Simple Multivariate Filter for Estimating Potential Output Blagrave, Patrick
title_fullStr	A Simple Multivariate Filter for Estimating Potential Output Blagrave, Patrick
title_full_unstemmed	A Simple Multivariate Filter for Estimating Potential Output Blagrave, Patrick
title_short	A Simple Multivariate Filter for Estimating Potential Output
title_sort	a simple multivariate filter for estimating potential output
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