The information content of capacity utilization for detrending total factor productivity

B-Tier
Journal: Journal of Economic Dynamics and Control
Year: 2013
Volume: 37
Issue: 3
Pages: 577-590

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

In the production function approach, an accurate output gap assessment requires a careful evaluation of the total factor productivity (TFP) cycle. We build a common cycle model that links TFP to capacity utilization and we show that, in almost all of the pre-enlargement EU countries, using information about capacity utilization reduces both the total estimation error and the revisions in real-time estimates of the concurrent TFP cycle compared to a univariate decomposition. We also argue that relaxing the constant drift hypothesis in favour of a non-linear specification helps to offset a general tendency to underestimate the TFP cycle in the last decade.

Technical Details

RePEc Handle
repec:eee:dyncon:v:37:y:2013:i:3:p:577-590
Journal Field
Macro
Author Count
3
Added to Database
2026-01-29