返回Google圖書搜尋

A Simple Multivariate Filter for Estimating Potential Output

出版	International Monetary Fund, 2015
ISBN	14843228789781484322871
URL	http://books.google.com.hk/books?id=4MCLzQEACAAJ&hl=&source=gbs_api

註釋Estimates of potential output are an important ingredient of structured forecasting and policy analysis. Using information on consensus forecasts, this paper extends the multivariate filter developed by Benes and others (2010). Although the estimates in real time are more robust relative to those of naïve statistical filters, there is still significant uncertainty surrounding the estimates. The paper presents estimates for 16 countries and provides an example of how the filtered estimates at the end of the sample period can be improved with additional information. --Abstract.