Estimating potential output, core inflation, and the NAIRU as latent variables
Article Abstract:
Models to obtain estimates of the Non-Accelerating Inflation Rate of Unemployment, the core inflation rate, and trend investment rates for the United States are presented. They are based on an unobserved component model, compatible with decomposition of real gross domestic product into trend and cycle.
Publication Name: Journal of Business & Economic Statistics
Subject: Mathematics
ISSN: 0735-0015
Year: 2006
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The difference between Hedonic imputation indexes and time dummy hedonic indexes
Article Abstract:
A comparative analysis of inflation measurement methods hedonic imputation indexes and time dummy hedonic indexes is presented.
Publication Name: Journal of Business & Economic Statistics
Subject: Mathematics
ISSN: 0735-0015
Year: 2007
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Evaluating the effectiveness of state-switching time series models for U.S. real output
Article Abstract:
A non-linear time series model is presented, complimenting the sate-switching models for U.S. real output.
Publication Name: Journal of Business & Economic Statistics
Subject: Mathematics
ISSN: 0735-0015
Year: 2006
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