A wavelet filtering based estimation of output gap

Author:

Mitra Sharmishtha,Maheswari Vidit,Mitra Amit

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Mathematics

Reference40 articles.

1. I. Claus, Is the output gap a useful indicator of inflation? Reserve Bank of New Zealand Discussion Paper No. DP2000/05, 2000.

2. I. Claus, P. Conway, A. Scott, The output gap: measurement, comparisons and assessment, Reserve Bank of New Zealand Research Paper No. 44, 2000.

3. P.R. De Masi, IMF estimates of potential output: theory and practice, IMF Working Paper, WP/97/177, International Monetary Fund, Research Department, 1997.

4. M.W. French, Estimating changes in trend growth of total factor productivity: Kalman and H-P filters versus a Markov-switching framework, Feds Working Paper, No. 2001-04, 2001.

5. Post war business cycles: an empirical investigation;Hodrick;Journal of Money, Credit and Banking,1997

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