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

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Author/Editor: Ali Alichi, Olivier Bizimana, Silvia Domit, Emilio Fernández Corugedo, Douglas Laxton, Kadir Tanyeri, Hou Wang, Fan Zhang
Release Date: © December, 2015
ISBN : 978-1-51355-560-7
Stock #: WPIEM2015253
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Description

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.




More publications in this series: Working Papers


More publications by: Ali Alichi ; Olivier Bizimana ; Silvia Domit ; Emilio Fernández Corugedo ; Douglas Laxton ; Kadir Tanyeri ; Hou Wang ; Fan Zhang