000 02472nam##2200349za#4500
0019.571672
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008150406|1997||||xxc|||||o    f|0| 0 eng|d
022 |a1701-9397
040 |aCaOODSP|beng
043 |an-cn---
0861 |aFB3-2/97-5E-PDF
1102 |aBank of Canada.
24512|aA comparison of alternative methodologies for estimating potential output and the output gap / |h[electronic resource]|cby Chantal Dupasquier, Alain Guay and Pierre St-Amant.
260 |aOttawa - Ontario : |bBank of Canada |cFebruary 1997.
300 |a27p.|bgraphs, table
4901 |aBank of Canada working paper|x1701-9397|v97-5
500 |a"In this paper, the authors survey some of the recent techniques proposed in the literature to measure the trend component or potential output.... The paper focuses on three simple multivariate methodologies: the multivariate Beveridge-Nelson methodology (MBN), Cochrane's methodology (CO), and the structural VAR methodology with long-run restrictions applied to output (LRRO). The foundation of these methodologies is first discussed and then applications to U.S. output and consumption data are considered."--Abstract.
500 |aThe ISBN (0-662-25462-7) and ISSN (1192-5434) for the print edition have been incorrectly copied in this electronic publication.
504 |aBibliography.
5203 |aIn this paper, the authors survey some of the recent techniques proposed in the literature to measure the trend component or potential output.... The paper focuses on three simple multivariate methodologies: the multivariate Beveridge-Nelson methodology (MBN), Cochrane's methodology (CO), and the structural VAR methodology with long-run restrictions applied to output (LRRO). The foundation of these methodologies is first discussed and then applications to U.S. output and consumption data are considered.--Abstract
546 |aRésumé en français.
590 |a11-19-Supp|b2011-09-23
69007|aEconomy|2gcpds
7201 |aGuay, Alain
7201 |aSt-Amant, Pierre
7201 |aDupasquier, Chantal
7760#|tA comparison of alternative methodologies for estimating potential output and the output gap / |w(CaOODSP)9.613634
830#0|aWorking paper (Bank of Canada)|x1701-9397|v97-5|w(CaOODSP)9.504604
85640|ahttp://publications.gc.ca|qPDF|s157 KB|uhttps://publications.gc.ca/collections/Collection/FB3-2-97-5E.pdf|y97-5