Search Results for panel unobserved components model

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This paper develops a panel unobserved components model of the monetary transmission mechanism in...

This paper develops a structural macroeconometric model of the world economy, disaggregated into...

This paper reviews a number of different methods that can be used to estimate potential output...

Using unobserved stochastic components and Kalman filter techniques, the paper assesses the...

We study the impact of a minimum wage on business cycle volatility, depending upon its coverage...

Assessing the magnitude of the output gap is critical to achieving an optimal policy mix....