Estimating potential output, core inflation, and the NAIRU as latent variables

Journal of Business and Economic Statistics

Volumn 24, Issue 3, 2006, Pages 354-365

  Doménech, Rafael ^a   Gómez, Víctor ^b  

^a Polibienestar Research Institute   (Spain)

^b Subdirección Gral de Análisis y P E   (Spain)

Author keywords

Forward looking Phillips curve; Investment; Kalman filter; Okun's law; Output gap; Volatility breaks

Indexed keywords

EID: 33746333833     PISSN: 07350015     EISSN: None     Source Type: Journal    
DOI: 10.1198/073500105000000315     Document Type: Article

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