Decomposing the output gap with inflation learning

DOI10.1016/J.JEDC.2022.104327MaRDI QIDQ2115982zbMATH OpenOpenAlexFDO

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

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)

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Cites work

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

Cited in

(2)

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

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