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Measuring uncertainty of the euro area NAIRU: Monte Carlo and empirical evidence for alternative confidence intervals in a state space framework

https://doi.org/10.1007/s00181-007-0126-5
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What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1002/(sici)1099-1255(199901/02)14:1<1::aid-jae495>3.0.co;2-#openalex-snapshot
Estimating the natural rate of unemployment and testing the natural rate hypothesis
inferredcites →https://doi.org/10.1002/jae.726openalex-snapshot
Can inflation data improve the real‐time reliability of output gap estimates?
inferredcites →https://doi.org/10.1007/s00181-003-0170-8openalex-snapshot
A system approach for measuring the euro area NAIRU
inferredcites →https://doi.org/10.1007/s00181-006-0085-2openalex-snapshot
Estimating potential output and the output gap for the euro area: a model-based production function approach
inferredcites →https://doi.org/10.1007/s001810050061openalex-snapshot
System estimates of potential output and the NAIRU
inferredcites →https://doi.org/10.1007/s181-002-8362-4openalex-snapshot
Output gap uncertainty: Does it matter for the Taylor rule?
inferredcites →https://doi.org/10.1016/0164-0704(86)90027-3openalex-snapshot
The theory and practice of econometrics
inferredcites →https://doi.org/10.1016/0304-4076(86)90004-7openalex-snapshot
A standard error for the estimated state vector of a state-space model
inferredcites →https://doi.org/10.1016/0304-4076(89)90027-4openalex-snapshot
Trend reversion in real output and unemployment
inferredcites →https://doi.org/10.1016/s0005-1098(03)00027-xopenalex-snapshot
Time series analysis by state space models
inferredcites →https://doi.org/10.1016/s0165-1765(99)00111-1openalex-snapshot
A theory-consistent system approach for estimating potential output and the NAIRU
inferredcites →https://doi.org/10.1016/s0165-1889(02)00073-8openalex-snapshot
Uncertain potential output: implications for monetary policy
inferredcites →https://doi.org/10.1017/cbo9780511753930openalex-snapshot
Discrete Choice Methods with Simulation
inferredcites →https://doi.org/10.1017/cbo9780511805271openalex-snapshot
Discrete Choice Methods with Simulation
inferredcites →https://doi.org/10.1017/cbo9781107049994openalex-snapshot
Forecasting, Structural Time Series Models and the Kalman Filter
inferredcites →https://doi.org/10.1017/s1365100504020279openalex-snapshot
SIGNAL EXTRACTION AND NON-CERTAINTY-EQUIVALENCE IN OPTIMAL MONETARY POLICY RULES
inferredcites →https://doi.org/10.1080/01621459.1991.10475148openalex-snapshot
Bootstrapping State-Space Models: Gaussian Maximum Likelihood Estimation and the Kalman Filter
inferredcites →https://doi.org/10.1093/biomet/73.2.467openalex-snapshot
Prediction mean squared error for state space models with estimated parameters
inferredcites →https://doi.org/10.1111/1368-423x.00023openalex-snapshot
Statistical algorithms for models in state space using SsfPack 2.2
inferredcites →https://doi.org/10.1111/1467-9868.00131openalex-snapshot
Bayesian Versus Frequentist Measures of Error in Small Area Estimation
inferredcites →https://doi.org/10.1111/1467-9892.00182openalex-snapshot
Bayesian Prediction Mean Squared Error for State Space Models with Estimated Parameters
inferredcites →https://doi.org/10.1111/j.1467-9892.2005.00448.xopenalex-snapshot
Bootstrap Approximation to Prediction MSE for State–Space Models with Estimated Parameters
inferredcites →https://doi.org/10.1111/j.1468-0084.2008.00537.xopenalex-snapshot
An Omnibus Test for Univariate and Multivariate Normality*
inferredcites →https://doi.org/10.1162/00346530151143761openalex-snapshot
Measuring the NAIRU: Evidence from Seven Economies
inferredcites →https://doi.org/10.1257/aer.91.2.226openalex-snapshot
NAIRU Uncertainty and Nonlinear Policy Rules
inferredcites →https://doi.org/10.1257/jep.11.1.33openalex-snapshot
The NAIRU, Unemployment and Monetary Policy
inferredcites →https://doi.org/10.1515/9780691218632openalex-snapshot
Time Series Analysis
inferredcites →https://doi.org/10.1515/jbnst-2001-0303openalex-snapshot
Neues von der NAIRU
inferredcites →https://doi.org/10.17863/cam.5196openalex-snapshot
Cyclical Components in Economic Time Series: a Bayesian Approach
inferredcites →https://doi.org/10.2139/ssrn.355541openalex-snapshot
Alternative Measures of the NAIRU in the Euro Area: Estimates and Assessment
inferredcites →https://doi.org/10.2139/ssrn.356003openalex-snapshot
An Area Wide Model (Awm) for the Euro Area
inferredcites →https://doi.org/10.2139/ssrn.358240openalex-snapshot
The Information Content of Real-Time Output Gap Estimates: An Application to the Euro Area
inferredcites →https://doi.org/10.2139/ssrn.595563openalex-snapshot
Measuring the NAIRU with Reduced Uncertainty: A Multiple Indicator-Common Component Approach
inferredcites →https://doi.org/10.2307/2076916openalex-snapshot
Time Series Analysis.
inferredcites →https://doi.org/10.2307/2336224openalex-snapshot
Prediction Mean Squared Error for State Space Models with Estimated Parameters
inferredcites →https://doi.org/10.2307/2583225openalex-snapshot
Forecasting, Structural Time Series Models and the Kalman Filter
inferredcites →https://doi.org/10.3386/w5477openalex-snapshot
How Precise are Estimates of the Natural Rate of Unemployment?

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

inferred← citeshttps://doi.org/10.2139/ssrn.2785383openalex-extracted
NAIRU Estimates for Germany: New Evidence on the Inflation-Unemployment Trade-Off
inferred← citeshttps://doi.org/10.1007/s00181-011-0474-zopenalex-snapshot
Growth accounting for the euro area
inferred← citeshttps://doi.org/10.1016/j.jmacro.2012.08.006openalex-snapshot
Identifying the Phillips curve through shifts in volatility
inferred← citeshttps://doi.org/10.1111/geer.12055openalex-snapshot
NAIRU Estimates for Germany: New Evidence on the Inflation–Unemployment Tradeoff
inferred← citeshttps://doi.org/10.1515/9783110511680-005openalex-snapshot
The Phillips Curve and NAIRU Revisited: New Estimates for Germany
inferred← citeshttps://doi.org/10.1515/jbnst-2008-5-605openalex-snapshot
The Phillips Curve and NAIRU Revisited: New Estimates for Germany
inferred← citeshttps://doi.org/10.1787/231764364351openalex-snapshot
What Drives the NAIRU? Evidence from a Panel of OECD Countries
inferred← citeshttps://doi.org/10.2139/ssrn.1006995openalex-snapshot
Growth Accounting for the Euro Area: A Structural Approach
inferred← citeshttps://doi.org/10.2139/ssrn.2503897openalex-snapshot
The Phillips Curve: (In)Stability, the Role of Credit, and Implications for Potential Output Measurement
inferred← citeshttps://doi.org/10.25229/beta.434797openalex-snapshot
Makro Ekonomik İstikrarsızlıklar ve Doğal İşsizlik Oranı: 1980-2016 OECD ve Türkiye Ekonomisi Örneği
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