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- Fri Jun 10, 2011 7:00 am
- Forum: Estimation
- Topic: US Output-Gap estimation using state space
- Replies: 1
- Views: 3229
US Output-Gap estimation using state space
I am trying to estimate the Output Gap for the US, using unobserved components obtained from a state space model, like the BIS did ("The global output gap: measurement issues and regional disparities", Quarterly review, June 2011). The model split the observed GDP between two unobserved co...