A comparison of alternative methodologies for estimating potential output and the output gap / by Chantal Dupasquier et al.: FB3-2/97-5E
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 et al. |
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| Publication type | Monograph - View Master Record |
| Language | [English] |
| Format | Physical text |
| Other formats | Digital text-[English] |
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| Binding | Softcover |
| Description | 19p. : graphs ; 28 cm. |
| ISBN | 0-662-25462-7 |
| ISSN | 1192-5434 |
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