Add to ORKGThe chapter deals with parametric models for the measurement of the business cycle in economic time series. It presents univariate methods based on parametric trend{cycle decom- positions and multivariate models featuring a Phillips type relationship between the output gap and inflation and the estimation of the gap using mixed frequency data. We finally address the issue of assessing the accuracy of the output gap estimates
The analysis and modeling of time series is of the utmost importance in various fields of applicatio...
In this paper we introduce a structural non-linear time series model for joint estimation of capacit...
One basic problem in business cycle studies is how to deal with nonstationary time series. Trend-cyc...
The chapter deals with parametric models for the measurement of the business cycle in economic time ...
This thesis studies structural time series model (STM) and its application. A STM decomposes a time ...
The continued increase in availability of economic data in recent years and, more importantly, the p...
Defence date: 12 September 2011Jury Members: Prof. Massimiliano Marcellino, EUI, Supervisor Prof. ...
We propose a model diagnostic device to compare different linear and non linear parametric time seri...
Abstract: We propose a bivariate structural time series framework to decompose GDP and the unemploym...
Determining turning points in the business cycle is a difficult problem. Making sensible predictions...
Professor Zellner has greatly contributed to econometrics in many aspects. This paper c...
Potential output plays a central role in monetary policy and short-termmacroeconomic policy making. ...
Abstract The aim of this paper is to achieve a reliable estimate of the output gap for Italy through...
This paper uses a Bayesian dynamic index model to extract common trends and cycles from large datase...
The continued increase in availability of economic data in recent years and, more impor-tantly, the ...
The analysis and modeling of time series is of the utmost importance in various fields of applicatio...
In this paper we introduce a structural non-linear time series model for joint estimation of capacit...
One basic problem in business cycle studies is how to deal with nonstationary time series. Trend-cyc...
The chapter deals with parametric models for the measurement of the business cycle in economic time ...
This thesis studies structural time series model (STM) and its application. A STM decomposes a time ...
The continued increase in availability of economic data in recent years and, more importantly, the p...
Defence date: 12 September 2011Jury Members: Prof. Massimiliano Marcellino, EUI, Supervisor Prof. ...
We propose a model diagnostic device to compare different linear and non linear parametric time seri...
Abstract: We propose a bivariate structural time series framework to decompose GDP and the unemploym...
Determining turning points in the business cycle is a difficult problem. Making sensible predictions...
Professor Zellner has greatly contributed to econometrics in many aspects. This paper c...
Potential output plays a central role in monetary policy and short-termmacroeconomic policy making. ...
Abstract The aim of this paper is to achieve a reliable estimate of the output gap for Italy through...
This paper uses a Bayesian dynamic index model to extract common trends and cycles from large datase...
The continued increase in availability of economic data in recent years and, more impor-tantly, the ...
The analysis and modeling of time series is of the utmost importance in various fields of applicatio...
In this paper we introduce a structural non-linear time series model for joint estimation of capacit...
One basic problem in business cycle studies is how to deal with nonstationary time series. Trend-cyc...