Bayesian estimation of the output gap for a small open economy: The case of Canada

C-Tier
Journal: Economics Letters
Year: 2011
Volume: 112
Issue: 1
Pages: 107-112

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

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

Abstract

We introduce a novel approach for estimating output gaps for small open economies. Identification is based on a multivariate trend-cycle decomposition in which transitory exchange rate movements are linked to the output gap and inflation. The model is then applied to Canadian data.

Technical Details

RePEc Handle
repec:eee:ecolet:v:112:y:2011:i:1:p:107-112
Journal Field
General
Author Count
2
Added to Database
2026-01-24