Andrew Rennison - Latest - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T02:37:38+00:00Comparing Alternative Output-Gap Estimators: A Monte Carlo Approach
https://www.bankofcanada.ca/2003/03/working-paper-2003-8/
The author evaluates the ability of a variety of output-gap estimators to accurately measure the output gap in a model economy. A small estimated model of the Canadian economy is used to generate artificial data.2003-03-01T11:14:35+00:00enComparing Alternative Output-Gap Estimators: A Monte Carlo Approach2003-03-01Business fluctuations and cyclesEconometric and statistical methodsPotential outputWorking Paper 2003-8 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp03-8.pdfComparing Alternative Output-Gap Estimators: A Monte Carlo ApproachAndrew RennisonMarch 2003CC1C15EE3E32