2015•SSRN Electronic JournalOpen access

Multivariate Filter Estimation of Potential Output for the Euro Area and the United States

Ali Alichi, Olivier Bizimana, Sílvia Domit, Emilio Fernández Corugedo, Douglas Laxton, Kadir Tanyeri, Hou Wang, Fan Zhang

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Key concepts: Estimation, Multivariate statistics, Potential output, Filter (signal processing), Econometrics, Economics, Statistics, Computer science

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Multivariate Filter Estimation of Potential Output for the Euro Area and the United States — Research Paper | ScholarLens