Nothing Special   »   [go: up one dir, main page]
create a website
Estimation of the Euro Area Output Gap Using the NAWM. (2009). Vetlov, Igor ; Smets, Frank ; Coenen, Günter.
In: Bank of Lithuania Working Paper Series.
RePEc:lie:wpaper:5.

Full description at Econpapers || Download paper

Cited: 19

Citations received by this document

Cites: 22

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Potential Growth in Japan: Issues on Its Relationship with Prices and Wages. (2024). Tsuchida, Satoshi ; Kanai, Kenji ; Ito, Yojiro ; Hogen, Yoshihiko ; Fukunaga, Ichiro.
    In: Bank of Japan Working Paper Series.
    RePEc:boj:bojwps:wp24e16.

    Full description at Econpapers || Download paper

  2. Reliable Real-Time Output Gap Estimates Based on a Modified Hamilton Filter. (2022). Wolters, Maik ; Quast, Josefine.
    In: Journal of Business & Economic Statistics.
    RePEc:taf:jnlbes:v:40:y:2022:i:1:p:152-168.

    Full description at Econpapers || Download paper

  3. A dissection of Indian growth using a DSGE filter. (2022). Behera, Harendra ; Sharma, Saurabh.
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:80:y:2022:i:c:s1049007822000392.

    Full description at Econpapers || Download paper

  4. Potential Output in a Commodity?Exporting Economy. (2022). Yamout, Nadine.
    In: The Economic Record.
    RePEc:bla:ecorec:v:98:y:2022:i:320:p:42-62.

    Full description at Econpapers || Download paper

  5. Reliable real-time output gap estimates based on a modified Hamilton filter. (2020). Wolters, Maik ; Quast, Josefine.
    In: Kiel Working Papers.
    RePEc:zbw:ifwkwp:2158.

    Full description at Econpapers || Download paper

  6. Reliable real-time estimates of the euro-area output gap. (2020). Burlon, Lorenzo ; Dimperio, Paolo.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:64:y:2020:i:c:s0164070419303362.

    Full description at Econpapers || Download paper

  7. Fitting Armenian Data to the Simple DSGE Model with Permanent Productivity Growth. (2020). Manukyan, Hovhannes ; Igityan, Haykaz.
    In: Working Papers.
    RePEc:ara:wpaper:014.

    Full description at Econpapers || Download paper

  8. To Respond or Not to Respond: Measures of the Output Gap in Theory and in Practice. (2017). Segal, Guy .
    In: International Journal of Central Banking.
    RePEc:ijc:ijcjou:y:2017:q:2:a:3.

    Full description at Econpapers || Download paper

  9. Measuring Potential Growth with an Estimated DSGE Model of Japan’s Economy. (2016). Shirota, Toyoichiro ; Ichiue, Hibiki ; Fukunaga, Ichiro ; Fueki, Takuji.
    In: International Journal of Central Banking.
    RePEc:ijc:ijcjou:y:2016:q:1:a:1.

    Full description at Econpapers || Download paper

  10. Financial frictions in the euro area: a Bayesian assessment. (2013). Villa, Stefania.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20131521.

    Full description at Econpapers || Download paper

  11. Potential Output in DSGE Models. (2011). Vetlov, Igor ; Pisani, Massimiliano ; Kucsera, Henrik ; Hledik, Tibor ; Jonsson, Magnus .
    In: Bank of Lithuania Working Paper Series.
    RePEc:lie:wpaper:9.

    Full description at Econpapers || Download paper

  12. Potential output in DSGE models. (2011). Vetlov, Igor ; Pisani, Massimiliano ; Kucsera, Henrik ; Hledik, Tibor ; Jonsson, Magnus .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20111351.

    Full description at Econpapers || Download paper

  13. The Output Gap, the Labor Wedge, and the Dynamic Behavior of Hours. (2010). Trigari, Antonella ; Söderström, Ulf ; Sala, Luca ; Soderstrom, Ulf .
    In: Working Papers.
    RePEc:igi:igierp:365.

    Full description at Econpapers || Download paper

  14. The Output Gap, the Labor Wedge, and the Dynamic Behavior of Hours. (2010). Trigari, Antonella ; Söderström, Ulf ; Sala, Luca ; Soderstrom, Ulf .
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0246.

    Full description at Econpapers || Download paper

  15. In Search of a Method for Measuring the Output Gap of the Swedish Economy. (2010). Jönsson, Kristian ; Hjelm, Goran ; Jonsson, Kristian .
    In: Working Papers.
    RePEc:hhs:nierwp:0115.

    Full description at Econpapers || Download paper

  16. The external finance premium in the euro area A useful indicator for monetary policy?. (2010). Gelain, Paolo.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20101171.

    Full description at Econpapers || Download paper

  17. The Output Gap, the Labor Wedge, and the Dynamic Behavior of Hours. (2010). Trigari, Antonella ; Söderström, Ulf ; Sala, Luca.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8005.

    Full description at Econpapers || Download paper

  18. Measuring Potential Growth with an Estimated DSGE Model of Japans Economy. (2010). Shirota, Toyoichiro ; Ichiue, Hibiki ; Fukunaga, Ichiro ; Fueki, Takuji.
    In: Bank of Japan Working Paper Series.
    RePEc:boj:bojwps:10-e-13.

    Full description at Econpapers || Download paper

References

References cited by this document

    References contributed by pco326-16844

  1. Adolfson, M., S. Laseén, J. Lindé, and L. E. Svensson (2008): "Optimal Monetary Policy in an Operational Medium-Sized DSGE Model," Working Paper 14092, NBER.
    Paper not yet in RePEc: Add citation now

  2. Adolfson, M., S. Laseén, J. Lindé, and M. Villani (2007): "Bayesian Estimation of an Open Economy DSGE Model with Incomplete Pass-Through," Journal of International Economics, 72(2), 481–511.

  3. Atkeson, A., and L. E. Ohanian (2001): "Are Phillips Curves Useful for Forecasting Inflation?," Federal Reserve Bank of Minneapolis Quarterly Review, 25(1), 2–11.

  4. Chari, V. V., P. J. Kehoe, and E. R. McGrattan (2008): "New Keynesian Models: Not Yet Usefull for Policy Analysis," Working Paper 664, Federal Reserve Bank of Minneapolis.

  5. Christoffel, K., G. Coenen, and A. Warne (2008): "The New Area-Wide Model of the Euro Area: A Micro-Founded Open-Economy Model for Forecasting and Policy Analysis," Working Paper 944, European Central Bank.

  6. Coenen, G., and I. Vetlov (2008): "Mind the Gap: Estimation of Euro Area Trend Output Using the NAWM," mimeo, European Central Bank.
    Paper not yet in RePEc: Add citation now
  7. Edge, R. M., M. T. Kiley, and J.-P. Laforte (2007): "Natural Rate Measures in an Estimated DSGE Model of the U.S. Economy," Finance and Economics Discussion Paper 2007-08, Federal Reserve Board.
    Paper not yet in RePEc: Add citation now
  8. Fischer, B., M. Lenza, H. Pill, and L. Reichlin (2006): "Money and Monetary Policy: The ECB Experiance 1999–2006," in The Role of Money - Money and Monetary Policy in the Twenty-First Century, ed. by B. Andreas, and L. Reichlin, pp. 102–175. European Central Bank, Fourth ECB Central Banking Conference, 9-10 November 2006.
    Paper not yet in RePEc: Add citation now

  9. Galí, J., and M. Gertler (2007): "Macroeconomic Modeling for the Monetary Policy Evaluation," Journal of Economic Perspectives, 21(4), 25–45.

  10. Galí, J., M. Gertler, and J. D. López-Salido (2007): "Markups, Gaps, and the Welfare Costs of Business Fluctuaions," The Review of Economics and Statistics, 81(1), 44–59.

  11. Justiniano, A., and G. E. Primiceri (2008): "Potential and Natural Output," Unpublished manuscript, Federal Reserve Bank of Chicago.
    Paper not yet in RePEc: Add citation now

  12. Murchison, S., and A. Rennison (2006): "ToTEM: The Bank of Canada’s New Quarterly Projection Model," Technical Report 97, Bank of Canada.

  13. Neiss, K. S., and E. Nelson (2003): "The Real Interest rate gap as an Inflation Indicator," Macroeconomic Dynamics, (7), 239–262. (2005): "Inflation Dynamics, Marginal Costs, and the Output Gap: Evidence from Three Countries," Journal of Money, Credit, and Banking, 37(December), 1019–1045.

  14. Orphanides, A., and S. van Norden (2005): "The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time," Journal of Money, Credit and Banking, 37(3), 583–601.

  15. Phillips, A. (1958): "The Relationship Between Unemployment and the Rate of Change of Money Wage Rates in the United Kingdom, 1861-1957," Economica, 25(100), 283–299.

  16. Rünstler, G. (2002): "The Information Content of Real-Time Output Gap Estimates: An Application to the Euro Area," Working Paper 182, European Central Bank.

  17. Smets, F., and R. Wouters (2003): "An Estimated Stochastic Dynamic General Equilibrium Model of the Euro Area," Journal of the European Economic Association, 1(5), 1123–1175.

  18. Smets, F., and R. Wouters (2005): "Comparing Shocks and Frictions in US and Euro Area Business Cycles: A Bayesian DSGE Approach," Journal of Applied Econometrics, 20(2), 161–183.

  19. Smets, F., and R. Wouters (2007): "Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach," Discussion Paper 6112, CEPR.

  20. Stock, J. H., and M. W. Watson (2008): "Phillips Curve Inflation Forecasts," paper prepared for the Federal Reserve Bank of Boston Conference Understanding Inflation and the Implications for Monetary Policy, June 9-11, Federal Reserve Bank of Boston, available at http://www.bos.frb.org/phillips2008/.

  21. Walque, G., F. Smets, and R. Wouters (2006): "Price Shocks in General Equilibrium: Alternative Specifications," CESifo Economic Studies, 52(1), 153–176.

  22. Woodford, M. (2003): Interest and Prices: Foundations of a Theory of Monetary Policy. Princeton University Press, Princeton.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Financial Factors; Implications for Output Gaps. (2015). Rabanal, Pau ; Sanjani, Marzie Taheri.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2015/153.

    Full description at Econpapers || Download paper

  2. Survey on Financial Market Frictions and Dynamic Stochastic General Equilibrium Models. (2015). Viziniuc, Madalin .
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2015-02-16.

    Full description at Econpapers || Download paper

  3. Interactions of Monetary and Macroprudential Policies in a Model of the Korean Economy. (2013). Afanasyeva, Elena ; Karasulu, Meral .
    In: Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order.
    RePEc:zbw:vfsc13:79884.

    Full description at Econpapers || Download paper

  4. Housing Market Dynamics: Any News?. (2011). Mendicino, Caterina ; Gomes, Sandra.
    In: Working Papers.
    RePEc:ptu:wpaper:w201121.

    Full description at Econpapers || Download paper

  5. Global Imbalances and Imported Disinflation in the Euro Area. (2011). Barthélemy, Jean ; Cleaud, G. ; Barthelemy, J..
    In: Working papers.
    RePEc:bfr:banfra:329.

    Full description at Econpapers || Download paper

  6. Forecasting with DSGE models. (2010). Warne, Anders ; Coenen, Günter ; Christoffel, Kai.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20101185.

    Full description at Econpapers || Download paper

  7. The external finance premium in the euro area A useful indicator for monetary policy?. (2010). Gelain, Paolo.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20101171.

    Full description at Econpapers || Download paper

  8. Has Macro Progressed?. (2010). Fair, Ray.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1728.

    Full description at Econpapers || Download paper

  9. Evaluating and estimating a DSGE model for the United Kingdom. (2010). Harrison, Richard ; Oomen, zlem .
    In: Bank of England working papers.
    RePEc:boe:boeewp:0380.

    Full description at Econpapers || Download paper

  10. An estimated two-country DSGE model of Austria and the Euro Area. (2009). Rabitsch, Katrin ; Breuss, Fritz.
    In: Empirica.
    RePEc:kap:empiri:v:36:y:2009:i:1:p:123-158.

    Full description at Econpapers || Download paper

  11. Monetary Policy and Staggered Wage Bargaining when Prices are Sticky. (2009). Westermark, Andreas ; Carlsson, Mikael.
    In: Working Paper Series.
    RePEc:hhs:uunewp:2006_031.

    Full description at Econpapers || Download paper

  12. Do Central Banks React to House Prices?. (2009). Queijo von Heideken, Virginia ; Finocchiaro, Daria.
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0217.

    Full description at Econpapers || Download paper

  13. Housing Market Spillovers: Evidence from an Estimated DSGE Model. (2009). Neri, Stefano ; Iacoviello, Matteo.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:659.

    Full description at Econpapers || Download paper

  14. Does trade integration alter monetary policy transmission?. (2008). Wolters, Maik ; Müller, Gernot ; Cwik, Tobias ; Muller, Gernot J..
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:200829.

    Full description at Econpapers || Download paper

  15. Integration of financial markets and national price levels: the role of exchange rate volatility. (2008). Tillmann, Peter ; Hoffmann, Mathias ; PeterTillmann, .
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:7216.

    Full description at Econpapers || Download paper

  16. An Estimated Two Country DSGE Model of Austria and the Euro Area. (2008). Rabitsch, Katrin ; Breuss, Fritz.
    In: FIW Working Paper series.
    RePEc:wsr:wpaper:y:2008:i:017.

    Full description at Econpapers || Download paper

  17. Bankruptcy Costs, Liability Dollarization, and Vulnerability to Sudden Stops. (2008). Honig, Adam ; Aysun, Uluc.
    In: Working papers.
    RePEc:uct:uconnp:2008-41.

    Full description at Econpapers || Download paper

  18. On the (ir)relevance of direct supply-side effects of monetary policy. (2008). Yang, Bo ; Spencer, Christopher ; Levine, Paul ; Gabriel, Vasco.
    In: School of Economics Discussion Papers.
    RePEc:sur:surrec:0408.

    Full description at Econpapers || Download paper

  19. Robust Inflation-Targeting Rules and the Gains from International Policy Coordination. (2008). Welz, Peter ; Pearlman, Joseph ; Levine, Paul.
    In: School of Economics Discussion Papers.
    RePEc:sur:surrec:0208.

    Full description at Econpapers || Download paper

  20. Structural heterogeneity or asymmetric shocks? Poland and the euro area through the lens of a two-country DSGE model. (2008). Kolasa, Marcin.
    In: MPRA Paper.
    RePEc:pra:mprapa:8750.

    Full description at Econpapers || Download paper

  21. Optimal Monetary Policy in an Operational Medium-Sized DSGE Model. (2008). Svensson, Lars ; Lindé, Jesper ; Laséen, Stefan ; Adolfson, Malin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14092.

    Full description at Econpapers || Download paper

  22. Structural heterogeneity or asymmetric shocks? Poland and the euro area through the lens of a two-country DSGE model. (2008). Kolasa, Marcin.
    In: NBP Working Papers.
    RePEc:nbp:nbpmis:49.

    Full description at Econpapers || Download paper

  23. Analysing DSGE Models with Global Sensitivity Analysis. (2008). Ratto, Marco.
    In: Computational Economics.
    RePEc:kap:compec:v:31:y:2008:i:2:p:115-139.

    Full description at Econpapers || Download paper

  24. Can News Be a Major Source of Aggregate Fluctuations? A Bayesian DSGE Approach. (2008). Shintani, Mototsugu ; Hirose, Yasuo ; Fujiwara, Ippei.
    In: IMES Discussion Paper Series.
    RePEc:ime:imedps:08-e-16.

    Full description at Econpapers || Download paper

  25. Optimal Monetary Policy in an Operational Medium-Sized DSGE Model. (2008). Svensson, Lars ; Lindé, Jesper ; Laséen, Stefan ; Adolfson, Malin ; Linde, Jesper.
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0225.

    Full description at Econpapers || Download paper

  26. Exchange rates and fundamentals: a generalization. (2008). Rogers, John ; Nason, James.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:948.

    Full description at Econpapers || Download paper

  27. Exchange rates and fundamentals: a generalization. (2008). Rogers, John ; Nason, James.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2008-16.

    Full description at Econpapers || Download paper

  28. A quantitative perspective on optimal monetary policy cooperation between the US and the euro area. (2008). Smets, Frank ; DARRACQ PARIES, Matthieu ; Adjemian, Stéphane.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2008884.

    Full description at Econpapers || Download paper

  29. What drives the current account in commodity exporting countries? The cases of Chile and New Zealand. (2008). Soto, Claudio ; Munro, Anella ; Medina, Juan.
    In: BIS Working Papers.
    RePEc:bis:biswps:247.

    Full description at Econpapers || Download paper

  30. An Open Economy Model of the Euro Area and the US. (2007). Sousa, João ; Gomes, Sandra ; Alves, Nuno .
    In: Working Papers.
    RePEc:ptu:wpaper:w200718.

    Full description at Econpapers || Download paper

  31. Shocks, Structures or Monetary Policies? The Euro Area and US After 2001. (2007). Rostagno, Massimo ; Christiano, Lawrence ; Motto, Roberto .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13521.

    Full description at Econpapers || Download paper

  32. Comment on The Transmission of Domestic Shocks in Open Economies. (2007). Adolfson, Malin .
    In: NBER Chapters.
    RePEc:nbr:nberch:0512.

    Full description at Econpapers || Download paper

  33. The Timing and Magnitude of Exchange Rate Overshooting. (2007). Westelius, Niklas ; Sondergaard, Jens ; Hoffmann, Mathias.
    In: Economics Working Paper Archive at Hunter College.
    RePEc:htr:hcecon:418.

    Full description at Econpapers || Download paper

  34. Using a New Open Economy Macroeconomics model to make real nominal exchange rate forecasts. (2007). Sellin, Peter.
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0213.

    Full description at Econpapers || Download paper

  35. Evaluating An Estimated New Keynesian Small Open Economy Model. (2007). Villani, Mattias ; Lindé, Jesper ; Laséen, Stefan ; Adolfson, Malin ; Linde, Jesper ; Laseen, Stefan .
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0203.

    Full description at Econpapers || Download paper

  36. KIMOD 1.0 Documentation of NIER´s Dynamic Macroeconomic General Equilibrium Model of the Swedish Economy. (2007). Bergvall, Anders ; Forsfalt, Tomas ; Vartiainen, Juhana ; Nilsson, Jonny ; Hjelm, Goran .
    In: Working Papers.
    RePEc:hhs:nierwp:0100.

    Full description at Econpapers || Download paper

  37. Monetary regime change and business cycles. (2007). Finocchiaro, Daria ; Cúrdia, Vasco.
    In: Staff Reports.
    RePEc:fip:fednsr:294.

    Full description at Econpapers || Download paper

  38. Shocks, structures or monetary policies? The euro area and US after 2001. (2007). Rostagno, Massimo ; Motto, Roberto ; Christiano, Lawrence .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2007774.

    Full description at Econpapers || Download paper

  39. Quantifying and sustaining welfare gains from monetary commitment. (2007). Pearlman, Joseph ; McAdam, Peter ; Levine, Paul.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2007709.

    Full description at Econpapers || Download paper

  40. Evaluating An Estimated New Keynesian Small Open Economy Model. (2007). Villani, Mattias ; Lindé, Jesper ; Laséen, Stefan ; Adolfson, Malin ; Linde, Jesper ; Laseen, Stefan .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6027.

    Full description at Econpapers || Download paper

  41. DSGE Models in a Data-Rich Environment. (2006). Giannoni, Marc ; Boivin, Jean.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12772.

    Full description at Econpapers || Download paper

  42. DSGE Models in a Data-Rich Environment. (2006). Giannoni, Marc ; Boivin, Jean.
    In: NBER Technical Working Papers.
    RePEc:nbr:nberte:0332.

    Full description at Econpapers || Download paper

  43. Monetary Policy and Staggered Wage Bargaining when Prices are Sticky. (2006). Westermark, Andreas ; Carlsson, Mikael.
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0199.

    Full description at Econpapers || Download paper

  44. Bayesian analysis of DSGE models. (2006). Schorfheide, Frank ; An, Sungbae .
    In: Working Papers.
    RePEc:fip:fedpwp:06-5.

    Full description at Econpapers || Download paper

  45. Euro-Dollar Real Exchange Rate Dynamics in an Estimated Two-Country Model: What is Important and What is Not. (2006). Tuesta, Vicente ; Rabanal, Pau ; Reategui, Vicente Tuesta.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5957.

    Full description at Econpapers || Download paper

  46. Macroeconometric Modelling with a Global Perspective. (2006). Smith, Ronald ; Pesaran, M.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1659.

    Full description at Econpapers || Download paper

  47. BEMOD: a DSGE model for the Spanish economy and the rest of the Euro area. (2006). estrada, Angel ; Burriel, Pablo ; Andrés, Javier ; Andres, Javier.
    In: Working Papers.
    RePEc:bde:wpaper:0631.

    Full description at Econpapers || Download paper

  48. Do Terms of Trade Shocks Drive Business Cycles? Some Evidence from Structural Estimation. (2005). Teo, Wing Leong ; Lubik, Thomas.
    In: Computing in Economics and Finance 2005.
    RePEc:sce:scecf5:377.

    Full description at Econpapers || Download paper

  49. Bayesian Analysis of DSGE Models. (2005). Schorfheide, Frank.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5207.

    Full description at Econpapers || Download paper

  50. The New Keynesian Phillips Curve in the United States and the euro area: aggregation bias, stability and robustness. (2005). Piscitelli, Laura ; Lotz, Aïleen ; Gosselin-Lotz, Aileen ; Cassino, Vincenzo ; Barkbu, Bergljot .
    In: Bank of England working papers.
    RePEc:boe:boeewp:285.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-03-04 18:50:16 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.