Measuring the Output Gap Using Stochastic Model Specification Search
نویسندگان
چکیده
منابع مشابه
Measuring the German Output Gap Using Unobserved Component Models
2 Annual and quarterly data on German GDP are decomposed into a nonstationary trend, a stationary cycle and a seasonal component using Kalman filtering and smoothing techniques. The computed trend components of the unobserved component models are then used to calculate annual and quarterly output gap measures for the German economy.
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2017
ISSN: 1556-5068
DOI: 10.2139/ssrn.2897988