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Japan’s output gap estimation and ℓ 1 trend filtering · Study

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ArticleJapan’s output gap estimation and ℓ 1 trend filtering

Hiroshi Yamada2012

Article2012

Japan’s output gap estimation and ℓ 1 trend filtering

24 citations·0/0 files stored·Empirical Economics

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Monetary Policy and Economic Impact Statistical and numerical algorithms Unemployment and Economic Growth

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References

1997Postwar U.S. Business Cycles: An Empirical Investigation 1995Estimating Potential Output, Output Gaps and Structural Budget Balances 1989Segmented Trends and Non-Stationary Time Series 2001The Use of Butterworth Filters for Trend and Cycle Estimation in Economic Time Series 2004Alternative Methods of Estimating Potential Output and Output Gap: An Application to Sweden 2008Modeling the volatility of real GDP growth: The case of Japan revisited

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Year2012

Typearticle

Published2012-08-10

VenueEmpirical Economics

ISSN-L0377-7332

Languageen

Citations24

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1007/s00181-012-0625-x

openalex_workW2068934253

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