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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...
| Autores principales: | , , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
The Author(s). Published by Elsevier B.V.
2023
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| Materias: | |
| 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 |