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A parsimonious approach to incorporating economic information in measures of potential output. (2014). Juselius, John ; Disyatat, Piti ; BORIO, Claudio.
In: BIS Working Papers.
RePEc:bis:biswps:442.

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  5. Tackling the fiscal policy-financial stability nexus. (2023). BORIO, Claudio ; Zampolli, Fabrizio ; Farag, Marc.
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  8. Impact of Monetary Policy Shocks on the Output Gap in Nigeria. (2022). Adesina-Uthman, Ganiyat Adejoke ; Pedro, Igoni.
    In: International Journal of Economics and Finance.
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  9. A unified approach for jointly estimating the business and financial cycle, and the role of financial factors. (2022). Wong, Benjamin ; Richter, Julia ; Berger, Tino.
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  12. Identifying SteadyState Growth and Inflation in the South African Economy 19602020. (2021). Fedderke, Johannes W.
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  13. A century of gaps: Untangling business cycles from secular trends. (2021). Minh, Anh Dinh ; Constantinescu, Mihnea.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:100:y:2021:i:c:s0264999321000948.

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  17. Semi-Structural VAR and Unobserved Components Models to Estimate Finance-Neutral Output Gap. (2020). Lequien, Matthieu ; Kátay, Gábor ; Kerdelhu, Lisa.
    In: Working Papers.
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  18. What happened to the worlds potential growth after the 2008–2009 global financial crisis?. (2020). Felipe, Jesus ; Estrada, Gemma.
    In: Journal of the Japanese and International Economies.
    RePEc:eee:jjieco:v:56:y:2020:i:c:s0889158320300095.

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  19. Recessions and Potential Output: Disentangling Measurement Errors, Supply Shocks, and Hysteresis Effects. (2020). Dovern, Jonas ; Zuber, Christopher.
    In: Scandinavian Journal of Economics.
    RePEc:bla:scandj:v:122:y:2020:i:4:p:1431-1466.

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  20. The South African Financial Cycle and its Relation to Household Deleveraging. (2020). Koch, Steven F ; Bosch, Adel .
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  21. Semi-Structural VAR and Unobserved Components Models to Estimate Finance-Neutral Output Gap. (2020). Kátay, Gábor ; Matthieu, Lequien ; Lisa, Kerdelhue.
    In: Working papers.
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  22. Schätzung von Produktionspotenzial und -lücke: Eine Analyse des EU-Verfahrens und mögliche Verbesserungen. (2019). Stolzenburg, Ulrich ; Rossian, Thies ; Kooths, Stefan ; Jannsen, Nils ; Hauber, Philipp ; Carstensen, Kai ; Boysen-Hogrefe, Jens ; Ademmer, Martin.
    In: Open Access Publications from Kiel Institute for the World Economy.
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  23. Schätzung von Produktionspotenzial und -lücke: Eine Analyse des EU-Verfahrens und mögliche Verbesserungen. (2019). Kooths, Stefan ; Jannsen, Nils ; Boysen-Hogrefe, Jens ; Stolzenburg, Ulrich ; Rossian, Thies ; Hauber, Philipp ; Carstensen, Kai ; Ademmer, Martin.
    In: Kieler Beiträge zur Wirtschaftspolitik.
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  24. An unobserved components model for Finland – Estimates of potential output and NAWRU. (2019). Sariola, Mikko.
    In: BoF Economics Review.
    RePEc:zbw:bofecr:22019.

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  25. Financial Cycles in Europe: Dynamics, Synchronicity and Implications for Business Cycles and Macroeconomic Imbalances. (2019). Adarov, Amat.
    In: wiiw Working Papers.
    RePEc:wii:wpaper:166.

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  26. Dynamic Interactions Between Financial and Macroeconomic Imbalances: A Panel VAR Analysis. (2019). Adarov, Amat.
    In: wiiw Working Papers.
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  27. Real and financial cycles: estimates using unobserved component models for the Italian economy. (2019). Silvestrini, Andrea ; Delle Monache, Davide ; Burlon, Lorenzo ; Bulligan, Guido.
    In: Statistical Methods & Applications.
    RePEc:spr:stmapp:v:28:y:2019:i:3:d:10.1007_s10260-019-00453-1.

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  28. Output gaps, inflation and financial cycles in the UK. (2019). Toth, Mate ; Melolinna, Marko.
    In: Empirical Economics.
    RePEc:spr:empeco:v:56:y:2019:i:3:d:10.1007_s00181-018-1498-4.

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  29. How Informative Are Real Time Output Gap Estimates in Europe?. (2019). Natal, Jean-Marc ; Kangur, Alvar ; Voigts, Simon ; Kirabaeva, Koralai.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2019/200.

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  30. Inequality in Good and Bad Times: A Cross-Country Approach. (2019). HACIBEDEL, BURCU ; Pouokam, Nathalie ; Muthoora, Priscilla S ; Mandon, Pierre.
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  31. Inside the “Upside Down†: Estimating Ireland’s Output Gap. (2019). Casey, Eddie.
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    RePEc:eso:journl:v:50:y:2019:i:1:p:5-34.

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  33. Monetary Policy in the Grip of a Pincer Movement. (2019). Rungcharoenkitkul, Phurichai ; Juselius, Mikael ; Disyatat, Piti ; Borio, Claudio.
    In: Central Banking, Analysis, and Economic Policies Book Series.
    RePEc:chb:bcchsb:v26c10pp311-356.

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  34. Understanding low interest rates: evidence from Japan, Euro Area, United States and United Kingdom. (2019). Gehringer, Agnieszka ; Mayer, Thomas.
    In: Scottish Journal of Political Economy.
    RePEc:bla:scotjp:v:66:y:2019:i:1:p:28-53.

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  35. Financial Cycles Around the World. (2018). Adarov, Amat.
    In: wiiw Working Papers.
    RePEc:wii:wpaper:145.

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  36. What anchors for the natural rate of interest?. (2018). Rungcharoenkitkul, Phurichai ; Disyatat, Piti ; BORIO, Claudio.
    In: PIER Discussion Papers.
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  37. Why So Low for So Long? A long-term View of Real Interest Rates. (2018). Rungcharoenkitkul, Phurichai ; Juselius, John ; Disyatat, Piti ; BORIO, Claudio.
    In: PIER Discussion Papers.
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  38. A kibocsátási rés becslése többváltozós állapottérmodellekben. Szuperhiszterézis és további empirikus eredmények. (2018). Mellar, Tamas ; Nemeth, Kristof.
    In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences).
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  39. Unemployment or credit: Which one holds the potential? Results for a small open economy with a low degree of financialization. (2018). Constantinescu, Mihnea.
    In: Economic Systems.
    RePEc:eee:ecosys:v:42:y:2018:i:4:p:649-664.

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  40. La política monetaria cercada por un movimiento de pinzas Abstract: Monetary policy has been in the grip of a pincer movement, caught between growing financial cycles, on the one hand, and an inflati. (2018). Rungcharoenkitkul, Phurichai ; BORIO, Claudio ; Juselius, Mikael ; Disyatat, Piti.
    In: Journal Economía Chilena (The Chilean Economy).
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  41. Monetary policy in the grip of a pincer movement. (2018). Rungcharoenkitkul, Phurichai ; Juselius, John ; Disyatat, Piti ; BORIO, Claudio.
    In: BIS Working Papers.
    RePEc:bis:biswps:706.

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  42. The Effect of Recessions on Potential Output Estimates: Size, Timing, and Determinants. (2017). Dovern, Jonas ; Zuber, Christopher.
    In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking.
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  44. Towards an understanding of credit cycles: do all credit booms cause crises?. (2017). Macchiarelli, Corrado ; Karim, Dilruba ; Barrell, R.
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    RePEc:rba:rbaacv:acv2017-10.

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  46. Unemployment or Credit: Who Holds The Potential? Results From a Small-Open Economy. (2017). Nguyen, Anh ; Constantinescu, Mihnea ; Minh, Anh Dinh .
    In: Bank of Lithuania Discussion Paper Series.
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    In: Empirica.
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  48. Why Fiscal Regimes Matter for Fiscal Sustainability: An Application to France. (2017). Aldama, Pierre ; Creel, Jrme.
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    In: LSE Research Online Documents on Economics.
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  50. Finance-neutral potential output: An evaluation in an emerging market monetary policy context. (2017). Amador Torres, Juan ; Amador-Torres, Sebastian J.
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    RePEc:eee:ecosys:v:41:y:2017:i:3:p:389-407.

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  51. The implications of global and domestic credit cycles for emerging market economies: measures of finance-adjusted output gaps. (2017). Manu, Ana-Simona ; Lodge, David ; Grintzalis, Ioannis .
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  52. Output gaps and stabilisation policies in Latin America: The effect of commodity and capital flow cycles. (2017). Lombardi, Marco ; Gondo Mori, Rocio ; Alberola, Enrique ; Urbina, Diego .
    In: Revista ESPE - ENSAYOS SOBRE POLÍTICA ECONÓMICA.
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  53. Why so low for so long? A long-term view of real interest rates. (2017). Rungcharoenkitkul, Phurichai ; Juselius, John ; Disyatat, Piti ; BORIO, Claudio.
    In: Research Discussion Papers.
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  54. Estimating South Africas Output Gap and Potential Growth Rate. (2017). Fedderke, Johannes ; Mengisteab, Daniel K.
    In: South African Journal of Economics.
    RePEc:bla:sajeco:v:85:y:2017:i:2:p:161-177.

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  55. Why so low for so long? A long-term view of real interest rates. (2017). Rungcharoenkitkul, Phurichai ; Juselius, John ; Disyatat, Piti ; BORIO, Claudio.
    In: BIS Working Papers.
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  56. Brechas de producto y políticas de estabilización en América Latina. El efecto de las materias primas y los flujos de capital. (2017). Alberola, Enrique ; Lombardi, Marco ; Urbina, Diego .
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  57. Output gaps and stabilisation policies in Latin America: The effect of commodity and capital flow cycles. (2017). Lombardi, Marco ; Gondo Mori, Rocio ; Alberola, Enrique ; Urbina, Diego .
    In: Revista ESPE - Ensayos sobre Política Económica.
    RePEc:bdr:ensayo:v:35:y:2017:i:82:p:40-52.

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  58. Why fiscal regimes matter for fiscal sustainability analysis: an application to France. (2016). Creel, Jerome ; Aldama, Pierre.
    In: Sciences Po publications.
    RePEc:spo:wpmain:info:hdl:2441/8g1v863ou8ne8avs9kr75pav8.

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  59. Determination of the Output Gap for the Russian Economy. (2016). Zubarev, Andrey ; Vashchelyuk, Natalia ; Trunin, Pavel.
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  60. The long history of financial boom-bust cycles in Iceland - Part II: Financial cycles. (2016). Pétursson, Thórarinn ; Ólafsson, Thorvardur ; Einarsson, Bjarni ; Petursson, Thorarinn G ; Olafsson, Thorvardur Tjorvi ; Gunnlaugsson, Kristofer .
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  62. Why fiscal regimes matter for fiscal sustainability analysis : an application to France. (2016). Creel, Jerome ; Aldama, Pierre.
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  63. Output gaps, inflation and financial cycles in the United Kingdom. (2016). Toth, Mate ; Melolinna, Marko.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0585.

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  64. Output gaps and policy stabilisation in Latin America: the effect of commodity and capital flow cycles. (2016). Lombardi, Marco ; Gondo Mori, Rocio ; Alberola, Enrique ; Urbina, Diego ; Alberola-Ila, Enrique .
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  65. Finance neutral potential output: an evaluation on an emerging market monetary policy context. (2016). Amador Torres, Juan ; Amador-Torres, Sebastian J.
    In: Borradores de Economia.
    RePEc:bdr:borrec:958.

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  66. Determinants and implications of low global inflation rates. (2016). del Río, Pedro ; Berganza, Juan Carlos ; Borrallo, Fructuoso ; del Rio, Pedro.
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  71. Mind the Gap: Computing Finance-Neutral Output Gaps in Latin-American Economies. (2015). Ojeda-Joya, Jair ; Gomez-Gonzalez, Jose ; Amador Torres, Juan ; Tenjo-Galarza, Fernando ; Jaulin-Mendez, Oscar ; Amador-Torres, Juan .
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  77. Demystifying output gap pressure through surveys in a monetary analysis setting: an experimental perspective. (2015). Madhou, Ashwin.
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  78. The Phillips Curve: (In)stability, the role of credit, and implications for potential output measurement. (2014). Schleer, Frauke ; Kappler, Marcus.
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  26. Milani, F (2006): “A Bayesian DSGE model with infinite horizon learning: Do mechanical sources of persistence become superfluous?” International Journal of Central Banking 2(6).

  27. Mise E, T Kim and P Newbold (2005): “On suboptimality of the Hodrick–Prescott filter at time series endpoints,” Journal of Macroeconomics, 27, pp. 53-67.

  28. Nason, J and G Smith (2008): “The New Keynesian Phillips Curve: Lessons from single-equation econometric estimation,” Federal Reserve Bank of Richmond Economic Quarterly, 94 (4), pp. 361–395.

  29. Okun, A (1962): “Potential GNP, its measurement and significance,” Cowles Foundation, Yale University.
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  30. Rünstler, G (2004): “Modelling Phase Shifts Among Stochastic Cycles,” Econometrics Journal, 7: pp. 232–248.

  31. Shephard, N (1993):“Maximum likelihood estimation of regression models with stochastic trend components,” Journal of American Statistical Association, 88, pp. 590-595.
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  32. Stock, J and M Watson (2007): “Why has U.S. inflation become harder to forecast?” Journal of Money, Credit, and Banking, 39(s1),pp. 3–33.

  33. Woodford, M (2008): “How important is money in the conduct of monetary policy?” Journal of Monetary Economics 44, pp. 195-222. 26 WP442 A parsimonious approach to incorporating economic information in measures of potential output

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  49. Rediscovering the macroeconomic roots of financial stability policy: journey, challenges and a way forward. (2011). BORIO, Claudio.
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  50. Un análisis del exceso de capital de los bancos comerciales en Colombia. (2010). Gutiérrez Rueda, Javier ; Gonzalez, Angela ; Estrada, Dairo ; Arbelaez, Angela Gonzalez .
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