메뉴 건너뛰기




Volumn 21, Issue 3, 1999, Pages 577-595

A survey of alternative methodologies for estimating potential output and the output gap

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0033437068     PISSN: 01640704     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0164-0704(99)00117-2     Document Type: Article
Times cited : (17)

References (31)
  • 2
    • 49149136203 scopus 로고
    • A new approach to the decomposition of economic time series into permanent and transitory components with particular attention to measurement of the business cycle
    • Beveridge, Steve, and Charles R. Nelson. "A New Approach to the Decomposition of Economic Time Series into Permanent and Transitory Components with Particular Attention to Measurement of the Business Cycle." Journal of Monetary Economics 7 (1981): 151-74.
    • (1981) Journal of Monetary Economics , vol.7 , pp. 151-174
    • Beveridge, S.1    Nelson, C.R.2
  • 3
    • 85016078433 scopus 로고
    • The dynamic effect of aggregate demand and supply disturbances
    • Blanchard, Olivier J., and Danny Quah. "The Dynamic Effect of Aggregate Demand and Supply Disturbances." American Economic Review 79 (1989): 655-73.
    • (1989) American Economic Review , vol.79 , pp. 655-673
    • Blanchard, O.J.1    Quah, D.2
  • 4
    • 0040003979 scopus 로고
    • Monetary policy with a new view of potential GNP
    • Federal Reserve Bank of Philadelphia July-August
    • Boschen, John, and L. Mills. "Monetary Policy with a New View of Potential GNP." Federal Reserve Bank of Philadelphia Business Review (July-August 1990): 3-10.
    • (1990) Business Review , pp. 3-10
    • Boschen, J.1    Mills, L.2
  • 5
    • 38249000058 scopus 로고
    • Misspecifications in vector autoregressions and their effects on impulse responses and variance decompo-sitions
    • Braun, P. A., and Stephan Mittnik. "Misspecifications in Vector Autoregressions and their Effects on Impulse Responses and Variance Decompo-sitions." Journal of Econometrics 59 (1993): 319-41.
    • (1993) Journal of Econometrics , vol.59 , pp. 319-341
    • Braun, P.A.1    Mittnik, S.2
  • 7
    • 84954974222 scopus 로고
    • Permanent and transitory components of GNP and stock prices
    • Cochrane, John H. "Permanent and Transitory Components of GNP and Stock Prices." Quarterly Journal of Economics 61 (1994): 241-65.
    • (1994) Quarterly Journal of Economics , vol.61 , pp. 241-265
    • Cochrane, J.H.1
  • 9
    • 0040382317 scopus 로고
    • Effects of the Hodrick-Prescott Filter on trend and difference stationary time series: Implications for business cycle research
    • Cogley, Timothy, and James Nason. "Effects of the Hodrick-Prescott Filter on Trend and Difference Stationary Time Series: Implications for Business Cycle Research." Journal of Economic Dynamics and Control 19 (1995): 253-78.
    • (1995) Journal of Economic Dynamics and Control , vol.19 , pp. 253-278
    • Cogley, T.1    Nason, J.2
  • 11
    • 0000013567 scopus 로고
    • Cointegration and error correction: Representation, estimation and testing
    • March
    • Engle, Robert F., and Clive W. J. Granger. "Cointegration and Error Correction: Representation, Estimation and Testing." Econometrica 55 (March 1987): 251-76.
    • (1987) Econometrica , vol.55 , pp. 251-276
    • Engle, R.F.1    Granger, C.W.J.2
  • 12
    • 0041872532 scopus 로고
    • Information, forecasts, and measurement of the business cycle
    • Evans, George, and Lucrezia Reichlin. "Information, Forecasts, and Measurement of the Business Cycle." Journal of Monetary Economics 33 (1994): 233-54.
    • (1994) Journal of Monetary Economics , vol.33 , pp. 233-254
    • Evans, G.1    Reichlin, L.2
  • 13
    • 0031510344 scopus 로고    scopus 로고
    • When do long-run identifying restrictions give reliable results?
    • Faust, John, and Eric M. Leeper. "When do Long-Run Identifying Restrictions Give Reliable Results?" Journal of Business and Economic Statistics 15 (1997): 345-53.
    • (1997) Journal of Business and Economic Statistics , vol.15 , pp. 345-353
    • Faust, J.1    Leeper, E.M.2
  • 14
    • 0001019644 scopus 로고
    • The typical spectral shape of an economic variable
    • Granger, Clive W. J. "The Typical Spectral Shape of an Economic Variable." Econometrica 34:1 (1966): 150-61.
    • (1966) Econometrica , vol.34 , Issue.1 , pp. 150-161
    • Granger, C.W.J.1
  • 16
    • 0003410290 scopus 로고
    • New Jersey: Princeton University Press
    • Hamilton, James D. Time Series Analysis. New Jersey: Princeton University Press, 1994.
    • (1994) Time Series Analysis
    • Hamilton, J.D.1
  • 17
    • 84986397960 scopus 로고
    • Detrending, stylized facts and the business cycle
    • Harvey, Andrew C., and Albert Jaeger. "Detrending, Stylized Facts and the Business Cycle." Journal of Applied Econometrics 8 (1993): 231-47.
    • (1993) Journal of Applied Econometrics , vol.8 , pp. 231-247
    • Harvey, A.C.1    Jaeger, A.2
  • 18
    • 45549116427 scopus 로고
    • Production, growth, and business cycles: II new directions
    • King, Robert G., Charles I. Plosser, and Sergio T. Rebelo. "Production, Growth, and Business Cycles: II New Directions." Journal of Monetary Economics 21 (1988): 309-42.
    • (1988) Journal of Monetary Economics , vol.21 , pp. 309-342
    • King, R.G.1    Plosser, C.I.2    Rebelo, S.T.3
  • 22
    • 0000318562 scopus 로고
    • The dynamic effects of aggregate demand and supply disturbances: Comment
    • Lippi, Marco, and Lucrezia Reichlin. "The Dynamic Effects of Aggregate Demand and Supply Disturbances: Comment." American Economic Review 83 (1993): 644-52.
    • (1993) American Economic Review , vol.83 , pp. 644-652
    • Lippi, M.1    Reichlin, L.2
  • 23
    • 84963044471 scopus 로고
    • Diffusion of technical change and the decomposition of output into trend and cycle
    • _. "Diffusion of Technical Change and the Decomposition of Output into Trend and Cycle." Review of Economic Studies 61 (1994): 19-30.
    • (1994) Review of Economic Studies , vol.61 , pp. 19-30
  • 25
    • 49049143455 scopus 로고
    • Trends and random walks in macroeconomic time series
    • Nelson, Charles R., and Charles I. Plosser. "Trends and Random Walks in Macroeconomic Time Series." Journal of Monetary Economics 10 (1982): 139-67.
    • (1982) Journal of Monetary Economics , vol.10 , pp. 139-167
    • Nelson, C.R.1    Plosser, C.I.2
  • 26
    • 0000230255 scopus 로고
    • The relative importance of permanent and transitory components: Identification and some theoretical bounds
    • Quah, Danny. "The Relative Importance of Permanent and Transitory Components: Identification and Some Theoretical Bounds." Econometrica 60 (1992): 107-18.
    • (1992) Econometrica , vol.60 , pp. 107-118
    • Quah, D.1
  • 28
    • 0007206153 scopus 로고    scopus 로고
    • How precise are estimates of the natural rate of unemployment?
    • National Bureau of Economic Research, Cambridge, MA
    • Staiger, D., James Stock, and Mark W. Watson. "How Precise are Estimates of the Natural Rate of Unemployment?" Presented at the Monetary Policy and Low Inflation Conference. National Bureau of Economic Research, Cambridge, MA, 1996.
    • (1996) Monetary Policy and Low Inflation Conference
    • Staiger, D.1    Stock, J.2    Watson, M.W.3
  • 30
    • 0002980380 scopus 로고
    • Univariate detrending methods with stochastic trends
    • Watson, Mark W. "Univariate Detrending Methods with Stochastic Trends." Journal of Monetary Economics 18 (1986): 49-75.
    • (1986) Journal of Monetary Economics , vol.18 , pp. 49-75
    • Watson, M.W.1
  • 31
    • 70350105389 scopus 로고
    • Vector autoregressions and cointegration
    • Watson, Mark W. "Vector Autoregressions and Cointegration." Handbook of Econometrics, vol. 4, 1993.
    • (1993) Handbook of Econometrics , vol.4
    • Watson, M.W.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.