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The Reconciled Output Gap: A State-Space Framework to Model Revisions

https://doi.org/10.2139/ssrn.4803786
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Nonparametric Statistical Methods
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Combination forecasts of output growth in a seven‐country data set
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Does central bank communication really lead to better forecasts of policy decisions? New evidence based on a Taylor rule model for the ECB
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Output gap uncertainty: Does it matter for the Taylor rule?
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Univariate detrending methods with stochastic trends
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Dismiss the output gaps? To use with caution given their limitations
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Measuring output gap nowcast uncertainty
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Reconciling output gaps: Unobserved components model and Hodrick–Prescott filter
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On suboptimality of the Hodrick–Prescott filter at time series endpoints
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Output gaps and monetary policy in the EMU area
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Testing the equality of prediction mean squared errors
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Monetary policy evaluation with noisy information
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Chapter 4 Forecast Combinations
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Estimating Potential Output as a Latent Variable
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Comparing Predictive Accuracy
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Forecasting Macroeconomic Variables Under Model Instability
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Reliable Real-Time Output Gap Estimates Based on a Modified Hamilton Filter
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Can GDP Measurement Be Further Improved? Data Revision and Reconciliation
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On Gibbs sampling for state space models
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Redesigning EU fiscal rules: from rules to standards
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Evaluating the Accuracy of Sampling-Based Approaches to the Calculation of Posterior Moments
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DATA AUGMENTATION AND DYNAMIC LINEAR MODELS
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Why Has U.S. Inflation Become Harder to Forecast?
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Norges Bank Output Gap Estimates: Forecasting Properties, Reliability, Cyclical Sensitivity and Hysteresis
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On Adjusting the Hodrick-Prescott Filter for the Frequency of Observations
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The Unreliability of Output-Gap Estimates in Real Time
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Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series
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The Asymmetric Business Cycle
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Real-Time Properties of the Federal Reserve's Output Gap
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Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter
inferredcites →https://doi.org/10.1162/rest_a_00706openalex-snapshot
Why You Should Never Use the Hodrick-Prescott Filter
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VAR Estimation and Forecasting When Data Are Subject to Revision
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Is the Phillips Curve Alive and Well after All? Inflation Expectations and the Missing Disinflation
inferredcites →https://doi.org/10.1353/eca.2018.0020openalex-snapshot
The Cyclical Sensitivity in Estimates of Potential Output
inferredcites →https://doi.org/10.1353/mcb.2005.0033openalex-snapshot
The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time
inferredcites →https://doi.org/10.1596/29303openalex-snapshot
How is Tax Policy Conducted over the Business Cycle?
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From Many Series, One Cycle: Improved Estimates of the Business Cycle from a Multivariate Unobserved Components Model
inferredcites →https://doi.org/10.2139/ssrn.2587973openalex-snapshot
Do Phillips Curves Conditionally Help to Forecast Inflation?
inferredcites →https://doi.org/10.2139/ssrn.2603879openalex-snapshot
Forecasting Macroeconomic Variables Under Model Instability
inferredcites →https://doi.org/10.2139/ssrn.2801893openalex-snapshot
Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter
inferredcites →https://doi.org/10.21799/frbp.wp.2017.26openalex-snapshot
Do Phillips Curves Conditionally Help to Forecast Inflation?
inferredcites →https://doi.org/10.2307/2953682openalex-snapshot
Postwar U.S. Business Cycles: An Empirical Investigation
inferredcites →https://doi.org/10.24148/wp2014-15openalex-snapshot
Productivity and Potential Output Before, During, and After the Great Recession
inferredcites →https://doi.org/10.3386/w20248openalex-snapshot
Productivity and Potential Output Before, During, and After the Great Recession
inferredcites →https://doi.org/10.3386/w23580openalex-snapshot
The Cyclical Sensitivity in Estimates of Potential Output
inferredcites →https://doi.org/10.3386/w2737openalex-snapshot
The Dynamic Effects of Aggregate Demand and Supply Disturbances
inferredcites →https://doi.org/10.3386/w5022openalex-snapshot
Measuring Business Cycles Approximate Band-Pass Filters for Economic Time Series
inferredcites →https://doi.org/10.34989/tr-79openalex-snapshot
Measurement of the Output Gap: A Discussion of Recent Research at the Bank of Canada
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Can GDP Measurement Be Further Improved? Data Revision and Reconciliation
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