A comparison of alternative methodologies for estimating potential output and the output gap / by Chantal Dupasquier, Alain Guay and Pierre St-Amant.: FB3-2/97-5E-PDF
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
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| Title | A comparison of alternative methodologies for estimating potential output and the output gap / by Chantal Dupasquier, Alain Guay and Pierre St-Amant. |
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| Publication type | Monograph - View Master Record |
| Language | [English] |
| Format | Digital text |
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| Other formats | Physical text-[English] |
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| Description | 27p.graphs, table |
| ISSN | 1701-9397 |
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