Measuring Output Gap: Is It Worth Your Time?

Measuring Output Gap: Is It Worth Your Time?
We apply a range of models to the U.K. data to obtain estimates of the output gap. A structural VAR with an appropriate identification strategy provides improved estimates of output gap with better real time properties and lower sensitivity to temporary shocks than the usual filtering techniques. It also produces smaller out-of-sample forecast... READ MORE...

Publication date: February 2020
ISBN 9781513527864
$18.00

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