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48 pages • missing pub info (view editions)
ISBN/UID: 9781288704866
Format: Paperback
Language: English
Publisher: Bibliogov
Edition Pub Date: 05 February 2013
Description
This paper investigates strategies for real-time estimation of the output gap. First, I examine estimates from univariate models with stochastic cycles. This corresponds to the use of model-based band-pass filters in real-time, and I find that the...
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48 pages • missing pub info (view editions)
ISBN/UID: 9781288704866
Format: Paperback
Language: English
Publisher: Bibliogov
Edition Pub Date: 05 February 2013
Description
This paper investigates strategies for real-time estimation of the output gap. First, I examine estimates from univariate models with stochastic cycles. This corresponds to the use of model-based band-pass filters in real-time, and I find that the...