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2015•RePEc: Research Papers in EconomicsRequires 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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Abstract

The estimates of potential output and the output gap presented in this paper are not official IMF estimates. The programs and potential output estimates in this paper can be downloaded from www.douglaslaxton.org.The views expressed in this paper are those of the authors and do not necessarily represent those of the IMF or IMF policy. The authors would like to thank the European Department of the IMF for helpful comments. All errors and omissions are our own

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What this paper is about

The estimates of potential output and the output gap presented in this paper are not official IMF estimates. The programs and potential output estimates in this paper can be downloaded from www.douglaslaxton.org.The views expressed in this paper are those of the authors and do not necessarily represent those of the IMF or IMF policy. The authors would like to thank the European Department of the IMF for helpful comments. All errors and omissions are our own

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Available abstract

The estimates of potential output and the output gap presented in this paper are not official IMF estimates. The programs and potential output estimates in this paper can be downloaded from www.douglaslaxton.org.The views expressed in this paper are those of the authors and do not necessarily represent those of the IMF or IMF policy. The authors would like to thank the European Department of the IMF for helpful comments. All errors and omissions are our own

Key concepts: Potential output, Output gap, Estimation, Hodrick–Prescott filter, Multivariate statistics, Econometrics, Filter (signal processing), Economics

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