Nowcasting the output gap with shadow rates

DOI10.1016/J.ECONLET.2024.111583MaRDI QIDQ6498747zbMATH OpenFDO

Authors Tore Dubbert, Bernd Kempa

Publication date 7 May 2024

Published in Economics Letters (Search for Journal in Brave)

zbMATH Keywords

nowcastingoutput gappost-covid economic recovery

Mathematics Subject Classification ID

Economic time series analysis (91B84)

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Cites work

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

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