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
Lien permanent pour cette publication :
publications.gc.ca/pub?id=9.613634&sl=1
| Ministère/Organisme | Bank of Canada. |
|---|---|
| Titre | A comparison of alternative methodologies for estimating potential output and the output gap / by Chantal Dupasquier et al. |
| Titre de la série | Working paper1192-543497-5 |
| Type de publication | Série - Voir l'enregistrement principal |
| Langue | [Anglais] |
| Format | Papier |
| Autres formats offerts | Électronique-[Anglais] |
| Note(s) | "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. Bibliography. Résumés en français |
| Information sur la publication | Ottawa - Ontario : Bank of Canada 1997. |
| Reliure | Softcover |
| Description | 19p. : graphs ; 28 cm. |
| ISBN | 0-662-25462-7 |
| ISSN | 1192-5434 |
| Numéro de catalogue |
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| Descripteurs | Economy |
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