SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Can inflation data improve the real‐time reliability of output gap estimates?
16 references·7 citing·46 second hop
Can inflation data improve the real‐time reliability of output gap estimates? (2004)Can inflation data improve the real‐time …An area-wide model for the euro area (2004)An area-wide model for the eu…The Unreliability of Output-Gap Estimates in Real Time (2002)The Unreliability of Output-G…Output gap uncertainty: Does it matter for the Taylor rule? (2002)Output gap uncertainty: Does …Errors in the measurement of the output gap and the design of monetary policy (2000)Errors in the measurement of …System estimates of potential output and the NAIRU (1999)System estimates of potential…Output gaps and monetary policy in the EMU area (1999)Output gaps and monetary poli…A theory-consistent system approach for estimating potential output and the NAIRU (1999)A theory-consistent system ap…Postwar U.S. Business Cycles: An Empirical Investigation (1997)Postwar U.S. Business Cycles:…Estimating Potential Output as a Latent Variable (1994)Estimating Potential Output a…Discretion versus policy rules in practice (1993)Discretion versus policy rule…Detrending, stylized facts and the business cycle (1993)Detrending, stylized facts an…Forecasting, Structural Time Series Models and the Kalman Filter (1990)Forecasting, Structural Time …The Cyclical Component of U. S. Economic Activity (1987)The Cyclical Component of U. …Univariate detrending methods with stochastic trends (1986)Univariate detrending methods…A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’ (1981)A new approach to decompositi…Expectations and the neutrality of money (1972)Expectations and the neutrali…Optimal policy in Markov-switching rational expectations models (2011)Optimal policy in Markov-swit…Real Time Estimates of the Euro Area Output Gap: Reliability and Forecasting Performance (2010)Real Time Estimates of the Eu…Does capacity utilisation help estimating the TFP cycle (2010)Does capacity utilisation hel…Structural Time Series Models for Business Cycle Analysis (2009)Structural Time Series Models…Measuring uncertainty of the euro area NAIRU: Monte Carlo and empirical evidence for alternative confidence intervals in a state space framework (2007)Measuring uncertainty of the …Optimal Monetary Policy in Markov-Switching Models with Rational Expectations Agents (2006)Optimal Monetary Policy in Ma…Forecasting with Unobserved Components Time Series Models (2006)Forecasting with Unobserved C…A Theory of the Consumption Function (1960)Optimal Properties of Exponentially Weighted Forecasts (1960)Time Series Analysis: Forecasting and Control (1977)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)Trends and random walks in macroeconmic time series (1982)Are Output Fluctuations Transitory? (1987)Common stochastic trends in international stock markets (1992)Low frequency filtering and real business cycles (1993)Measuring Business Cycles (1947)Sources of Business Cycle Fluctuations (1988)Variable Trends in Economic Time Series (1988)Permanent and Transitory Components of GNP and Stock Prices (1994)A Program for Monetary Stability (1961)Rational Expectations and the Theory of Price Movements (1961)Aggregate Demand Management in Search Equilibrium (1982)The Role of Monetary Policy (1995)International Norm Dynamics and Political Change (1998)The Institutional Dynamics of International Political Orders (1998)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employment, Interest and Money. (1936)Macroeconomics and Reality (1980)The Band Pass Filter (1999)On Adjusting the Hodrick-Prescott Filter for the Frequency of Observations (2002)Measuring Uncertainty (2015)Rules, discretion and reputation in a model of monetary policy (1983)The Science of Monetary Policy: A New Keynesian Perspective (1999)Estimation and Inference of Impulse Responses by Local Projections (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Tests For Unit Roots: A Monte Carlo Investigation (1988)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)5 Stochastic volatility (1996)Forecasting inflation (1999)Forecasting Output and Inflation: The Role of Asset Prices (2003)Econometric policy evaluation: A critique (1976)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Comparing shocks and frictions in US and euro area business cycles: a Bayesian DSGE Approach (2005)Oil price shocks and real GDP growth: empirical evidence for some OECD countries (2005)How Has the Monetary Transmission Mechanism Evolved Over Time? (2010)Disagreement about Inflation Expectations (2003)The quest for prosperity without inflation (2003)New Evidence on the Interest Rate Effects of Budget Deficits and Debt (2009)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Handbook on Constructing Composite Indicators (2005)Handbook on Constructing Composite Indicators: Methodology and User Guide (2008)
this work references cited by second hop

References

  • 1993Discretion versus policy rules in practice9,059 cited
  • 1997Postwar U.S. Business Cycles: An Empirical Investigation7,358 cited
  • 1972Expectations and the neutrality of money4,826 cited
  • 1990Forecasting, Structural Time Series Models and the Kalman Filter4,101 cited
  • 1981A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’2,308 cited
  • 1993Detrending, stylized facts and the business cycle1,202 cited
  • 2002The Unreliability of Output-Gap Estimates in Real Time944 cited
  • 1986Univariate detrending methods with stochastic trends851 cited
  • 1987The Cyclical Component of U. S. Economic Activity741 cited
  • 2004An area-wide model for the euro area478 cited
  • 1994Estimating Potential Output as a Latent Variable452 cited
  • 2002Output gap uncertainty: Does it matter for the Taylor rule?255 cited
  • 2000Errors in the measurement of the output gap and the design of monetary policy237 cited
  • 1999Output gaps and monetary policy in the EMU area175 cited
  • 1999System estimates of potential output and the NAIRU117 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 1999A theory-consistent system approach for estimating potential output and the NAIRU100 cited
  • Cited by

    • 2006Forecasting with Unobserved Components Time Series Models70 cited
    • 2011Optimal policy in Markov-switching rational expectations models25 cited
    • 2010Real Time Estimates of the Euro Area Output Gap: Reliability and Forecasting Performance19 cited
    • 2009Structural Time Series Models for Business Cycle Analysis18 cited
    • 2006Optimal Monetary Policy in Markov-Switching Models with Rational Expectations Agents17 cited
    • 2007Measuring uncertainty of the euro area NAIRU: Monte Carlo and empirical evidence for alternative confidence intervals in a state space framework12 cited
    • 2010Does capacity utilisation help estimating the TFP cycle11 cited