Ghostbusting : which output gap measure really matters? /

This paper investigates various output gap measures in a simple inflation forecasting framework. Reflecting the cyclical position of an economy, an (unobservable) output gap has important implications for economic analysis. I construct and compare common output gap measures for five European countri...

Full description

Bibliographic Details
Main Author:	Billmeier, Andreas (Author)
Corporate Author:	International Monetary Fund Middle East and Central Asia Department
Format:	Book
Language:	English
Published:	[Washington, D.C.] : International Monetary Fund, Middle East and Central Asia Dept., 2004 [Washington, D.C.] : International Monetary Fund, ©2004 Washington, D.C. : 2004
Series:	IMF Working Papers ; Working Paper No. 04/146 IMF Working Papers; Working Paper ; No. 2004/146 IMF eLibrary IMF working paper ; WP/04/146
Subjects:	Economic forecasting > Econometric models Inflation (Finance) > Econometric models Monetary policy > Econometric models Absolute error Actual inflation Aggregate demand Arithmetic Autocorrelation Average inflation Business Fluctuations Computation Correlation Correlations Cycles Deflation Descriptive statistic Descriptive statistics Econometrics Economic forecasting Equation Estimation period Financial statistics Forecasting and Simulation Forecasting inflation Forecasting Functional form High inflation Inflation forecasts Inflation rate Inflation targeting Inflation Inflationary pressures Mean square Minimization Monetary economics Monetary policy Number of regressors Orthogonality Outlier Outliers Predictability Prediction Predictions Price Level Probability model Probability Production Sample bias Sample mean Sample size Sampling Significance levels Standard deviation Standard errors Statistic Statistical measures Statistical methods Statistical significance Statistical test Statistics Survey Terms of trade Time series Wage inflation Inflation > Modèles économétriques Politique monétaire > Modèles économétriques Prévision économique > Modèles économétriques Economic Forecasting Economic theory Forecasting and Other Model Applications Labor Labour Macroeconomics Macroeconomics: Production Output gap Potential output Prices Production and Operations Management Unemployment rate Unemployment Unemployment: Models, Duration, Incidence, and Job Search income economics Finland France Greece Grenada Italy United Kingdom Electronic books

Internet

This item is not available through BorrowDirect. Please contact your institution’s interlibrary loan office for further assistance.

Massachusetts Institute of Technology

Holdings details from Massachusetts Institute of Technology
Call Number:	HG3810.I45 no.WP/04/146

Ghostbusting : which output gap measure really matters? /

Internet

Massachusetts Institute of Technology

Similar Items