Tracking trend output using expectations data

DOI10.1093/JRSSSA/QNAE064MaRDI QIDQ6918255zbMATH OpenFDO

Authors Kevin Lee, Michael Mahony

Publication date 10 October 2025

Published in Journal of the Royal Statistical Society. Series A. Statistics in Society (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1093/JRSSSA/QNAE064

zbMATH Keywords

business cyclesexpectationsoutput trendproductivity slowdownsurvey datauncertainty

Mathematics Subject Classification ID

Applications of statistics (62Pxx)

Cites work

• Assessing Macro Uncertainty in Real-Time When Data Are Subject To Revision
• Chapter 8 Trend-Cycle Decomposition Models with Smooth-Transition Parameters: Evidence from U.S. Economic Time Series
• Evaluating the use of realtime data in forecasting output levels and recessionary events in the USA
• Evolution of forecast disagreement in a Bayesian learning model
• Information rigidities and the news-adjusted output gap
• Macroeconomic Uncertainty Through the Lens of Professional Forecasters
• Selection of estimation window in the presence of breaks
• Sticky Information versus Sticky Prices: A Proposal to Replace the New Keynesian Phillips Curve
• The Impact of Uncertainty Shocks
• The relationship between the Beveridge-Nelson decomposition and other permanent-transitory decompositions that are popular in economics
• Trend/cycle decomposition of regime-switching processes

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