Decomposing the output gap with inflation learning

DOI10.1016/J.JEDC.2022.104327OpenAlexW4210661132MaRDI QIDQ2115982FDOQ2115982

Authors: Irina Panovska, Srikanth Ramamurthy 

Publication date: 15 March 2022

Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2022.104327

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zbMATH Keywords

inflationadaptive learningoutput gapunobserved components modelrestricted perceptions equilibrium

Mathematics Subject Classification ID

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

Cites Work

• On Gibbs sampling for state space models
• The Beveridge-Nelson decomposition in retrospect and prospect
• Tailored randomized block MCMC methods with application to DSGE models
• Testing for time variation in an unobserved components model for the U.S. economy
• On the initialization of adaptive learning in macroeconomic models

Cited In (2)

• Information rigidities and the news-adjusted output gap
• Nowcasting the output gap with shadow rates

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