Nowcasting the output gap with shadow rates

DOI10.1016/J.ECONLET.2024.111583MaRDI QIDQ6498747FDOQ6498747

Authors: Tore Dubbert, Bernd Kempa 

Publication date: 7 May 2024

Published in: Economics Letters (Search for Journal in Brave)

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zbMATH Keywords

nowcastingoutput gappost-covid economic recovery

Mathematics Subject Classification ID

Economic time series analysis (91B84)

Cites Work

• Measuring the stance of monetary policy in zero lower bound environments
• SVARs with occasionally-binding constraints
• Nowcasting the output gap
• Identification at the zero lower bound
• A unified approach for jointly estimating the business and financial cycle, and the role of financial factors

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