Estimating the euro area output gap using multivariate information and addressing the COVID-19 pandemic()

We estimate the euro area output gap by applying the Beveridge–Nelson decomposition based on a large Bayesian vector autoregression. Our approach incorporates multivariate information through the inclusion of a wide range of variables in the analysis and addresses data issues associated with the COV...

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Detalles Bibliográficos
Autores principales: Morley, James, Rodríguez-Palenzuela, Diego, Sun, Yiqiao, Wong, Benjamin
Formato: Online Artículo Texto
Lenguaje:English
Publicado: The Author(s). Published by Elsevier B.V. 2023
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9872567/
https://www.ncbi.nlm.nih.gov/pubmed/36714546
http://dx.doi.org/10.1016/j.euroecorev.2023.104385

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9872567/
https://www.ncbi.nlm.nih.gov/pubmed/36714546
http://dx.doi.org/10.1016/j.euroecorev.2023.104385

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