Multivariate Structural Time Series Models with Dual Cycles: Implications for Measurement of Output Gap and Potential Growth

Preprint

1 January 2008

preprint
Published by Elsevier in SSRN Electronic Journal

https://doi.org/10.2139/ssrn.1685215

Abstract

Structural time series models applied to the factor inputs of a production function often lead to small output gaps and consequently to erratic measures of pote

Keywords

OUTPUT GAP
POTENTIAL GROWTH
HYSTERESIS
STRUCTURAL TIME SERIES MODELS

All Related Versions

Version 1, 2008-01-01, RePEc (Unconfirmed version)

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