Nowcasting the output gap

DOI10.1016/J.JECONOM.2020.08.011MaRDI QIDQ2106386zbMATH OpenOpenAlexFDO

Authors Tino Berger, Benjamin Wong, James Morley

Publication date 14 December 2022

Published in Journal of Econometrics (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.1016/j.jeconom.2020.08.011

zbMATH Keywords

COVID-19nowcastingoutput gap

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites work

• A state-space approach to calculating the Beveridge-Nelson decomposition.
• Handbook of economic forecasting. Volume 2. 2 volume set 2A-2B
• Macroeconomics and the reality of mixed frequency data

Cited in

(6)

• UNCERTAINTY AND MONETARY POLICY DURING THE GREAT RECESSION
• Time-varying multivariate causal processes
• Nowcasting the output gap with shadow rates
• Bayesian mixed-frequency quantile vector autoregression: eliciting tail risks of monthly US GDP
• Dynamic hysteresis effects
• A Neural Phillips Curve and a Deep Output Gap

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