Information rigidities and the news-adjusted output gap

B-Tier
Journal: Journal of Economic Dynamics and Control
Year: 2016
Volume: 70
Issue: C
Pages: 1-17

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

A vector-autoregressive model of actual output and expected output obtained from surveys is used to test for information rigidities and to provide a characterisation of output dynamics that accommodates these information structures. News on actual and expected outputs is decomposed to identify innovations understood to have short-lived effects and these are used with the model to derive a ‘news-adjusted output gap׳ measure. The approach is applied to US data over 1970q1–2014q2 and the new gap measure is shown to provide a good leading indicator of inflation.

Technical Details

RePEc Handle
repec:eee:dyncon:v:70:y:2016:i:c:p:1-17
Journal Field
Macro
Author Count
3
Added to Database
2026-01-25