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Which Output Gap Estimates Are Stable in Real Time and Why?
16 references·1 citing·51 second hop
Which Output Gap Estimates Are Stable in Real Time and Why? (2020)Which Output Gap Estimates Are Stable in …Measuring the Output Gap using Large Datasets (2021)Measuring the Output Gap usin…Understanding survey-based inflation expectations (2018)Understanding survey-based in…Low-Frequency Econometrics (2017)Low-Frequency EconometricsReal-Time Properties of the Federal Reserve's Output Gap (2016)Real-Time Properties of the F…Is the Phillips Curve Alive and Well after All? Inflation Expectations and the Missing Disinflation (2015)Is the Phillips Curve Alive a…Do Phillips Curves Conditionally Help to Forecast Inflation? (2015)Do Phillips Curves Conditiona…Trend Inflation and the Nature of Structural Breaks in the New Keynesian Phillips Curve (2014)Trend Inflation and the Natur…Evaluating alternative models of trend inflation (2014)Evaluating alternative models…Estimating the output gap in real time: A factor model approach (2013)Estimating the output gap in …From Many Series, One Cycle: Improved Estimates of the Business Cycle from a Multivariate Unobserved Components Model (2011)From Many Series, One Cycle: …Real-Time Representations of the Output Gap (2008)Real-Time Representations of …The Unreliability of Output-Gap Estimates in Real Time (2002)The Unreliability of Output-G…A real-time data set for macroeconomists (2001)A real-time data set for macr…Comparing Predictive Accuracy (1995)Comparing Predictive AccuracyEstimating Potential Output as a Latent Variable (1994)Estimating Potential Output a…The Cyclical Component of U. S. Economic Activity (1987)The Cyclical Component of U. …A Unified Framework to Estimate Macroeconomic Stars (2022)A Unified Framework to Estima…Detrending, stylized facts and the business cycle (1993)Postwar U.S. Business Cycles: An Empirical Investigation (1997)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)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)The Role of Monetary Policy (1995)Macroeconomic Forecasting Using Diffusion Indexes (2002)The Ins and Outs of Forecasting Unemployment: Using Labor Force Flows to Forecast the Labor Market (2012)Productivity and Potential Output Before, During, and After the Great Recession (2014)Tracking the Slowdown in Long-Run GDP Growth (2016)Comparing Predictive Accuracy (1994)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)The Stochastic Volatility in Mean Model With Time-Varying Parameters: An Application to Inflation Modeling (2015)A Model of the Fed's View on Inflation (2020)What’s up with the Phillips Curve? 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(2021)Forecasting Inflation Using Economic Narratives (2024)Testing the equality of prediction mean squared errors (1997)Consumption, Aggregate Wealth, and Expected Stock Returns (2001)Deep learning with long short-term memory networks for financial market predictions (2017)
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References

  • 1995Comparing Predictive Accuracy5,214 cited
  • 2002The Unreliability of Output-Gap Estimates in Real Time944 cited
  • 2001A real-time data set for macroeconomists787 cited
  • 2015Is the Phillips Curve Alive and Well after All? Inflation Expectations and the Missing Disinflation749 cited
  • 1987The Cyclical Component of U. S. Economic Activity741 cited
  • 1994Estimating Potential Output as a Latent Variable452 cited
  • 2014Evaluating alternative models of trend inflation101 cited
  • 2011From Many Series, One Cycle: Improved Estimates of the Business Cycle from a Multivariate Unobserved Components Model80 cited
  • 2008Real-Time Representations of the Output Gap80 cited
  • 2018Understanding survey-based inflation expectations46 cited
  • 2016Real-Time Properties of the Federal Reserve's Output Gap37 cited
  • 2014Trend Inflation and the Nature of Structural Breaks in the New Keynesian Phillips Curve36 cited
  • 2021Measuring the Output Gap using Large Datasets34 cited
  • 2017Low-Frequency Econometrics28 cited
  • 2013Estimating the output gap in real time: A factor model approach28 cited
  • 2015

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Do Phillips Curves Conditionally Help to Forecast Inflation?
26 cited

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  • 2022A Unified Framework to Estimate Macroeconomic Stars15 cited