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The (Un)Reliability of Real-Time Output Gap Estimates with Revised Data. (2013). Papell, David ; Ince, Onur.
In: Working Papers.
RePEc:apl:wpaper:13-02.

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  1. Simulation-Based Analysis of Real-Time Reliability for Trend/Cycle Decompositions. (2024). Jönsson, Kristian ; Jnsson, Kristian.
    In: Journal of Business Cycle Research.
    RePEc:spr:jbuscr:v:20:y:2024:i:2:d:10.1007_s41549-024-00096-6.

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  2. Business cycle clocks: Time to get circular. (2023). Loureno, Nuno ; Rua, Antonio.
    In: Empirical Economics.
    RePEc:spr:empeco:v:65:y:2023:i:4:d:10.1007_s00181-023-02405-x.

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  3. Assessing uncertainty of output gap estimates: Evidence from Visegrad countries. (2022). Chalmoviansk, Jakub ; Nmec, Daniel.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:116:y:2022:i:c:s026499932200236x.

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  4. A Simple Theory-Based Estimate of the Real Natural Rate of Interest in Open Economies. (2022). Segal, Guy ; Ilek, Alex.
    In: Bank of Israel Working Papers.
    RePEc:boi:wpaper:2022.06.

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  5. Application of Taylor Rule Fundamentals in Forecasting Exchange Rates. (2021). Agyapong, Joseph.
    In: Economies.
    RePEc:gam:jecomi:v:9:y:2021:i:2:p:93-:d:579027.

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  6. Monetary policy rules in practice: The case of Israel. (2021). Papell, David ; Kazinnik, Sophia.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:76:y:2021:i:c:p:308-320.

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  7. Analysis of the Impact of China’s GDP Data Revision on Monetary Policy from the Perspective of Uncertainty. (2020). Zhu, Yuhan ; Yu, Xueting ; Lv, Guangming.
    In: Emerging Markets Finance and Trade.
    RePEc:mes:emfitr:v:56:y:2020:i:6:p:1251-1274.

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  8. Design of a European Unemployment Benefit Scheme. (2017). Maselli, Ilaria ; Beblavý, Miroslav ; Lenaerts, Karolien.
    In: CEPS Papers.
    RePEc:eps:cepswp:12263.

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  9. Measuring the output gap in Switzerland with linear opinion pools. (2017). Buncic, Daniel ; Muller, Oliver.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:64:y:2017:i:c:p:153-171.

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  10. Taylor rule deviations and out-of-sample exchange rate predictability. (2016). Papell, David ; Molodtsova, Tanya ; Ince, Onur.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:69:y:2016:i:c:p:22-44.

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  11. Improving the reliability of real-time output gap estimates using survey forecasts. (2016). Moura, Marcelo ; Galimberti, Jaqueson.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:32:y:2016:i:2:p:358-373.

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  12. Nowcasting Czech GDP in real time. (2016). Rusnák, Marek ; Rusnak, Marek.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:54:y:2016:i:c:p:26-39.

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  13. Estimating DSGE model parameters in a small open economy: Do real-time data matter?. (2015). Čapek, Jan.
    In: Review of Economic Perspectives.
    RePEc:vrs:reoecp:v:15:y:2015:i:1:p:89-114:n:1.

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  14. Improving the reliability of real-time Hodrick-Prescott Filtering using survey forecasts. (2014). Moura, Marcelo ; Galimberti, Jaqueson.
    In: KOF Working papers.
    RePEc:kof:wpskof:14-360.

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  15. Historical Analysis of Monetary Policy Reaction Functions: Do Real-Time Data Matter?. (2014). Čapek, Jan.
    In: Czech Journal of Economics and Finance (Finance a uver).
    RePEc:fau:fauart:v:64:y:2014:i:6:p:457-475.

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  16. Forecasting exchange rates out-of-sample with panel methods and real-time data. (2014). Ince, Onur.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:43:y:2014:i:c:p:1-18.

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  17. Forecasting Exchange Rates Out-of-Sample with Panel Methods and Real-Time Data. (2013). Ince, Onur.
    In: Working Papers.
    RePEc:apl:wpaper:13-04.

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References

References cited by this document

  1. Baxter, M., King, R., 1999. “Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series,” The Review of Economics and Statistics, 81, 575-593.

  2. Bernhardsen, T., Eitrheim, Ø., Jore, A.S., Roisland, Ø., 2005. “Real Time Data for Norway: Challenges for Monetary Policy,” The North American Journal of Economics and Finance 16, 333-349.

  3. Christiano, L.J., Fitzgerald, T.J., 1999. “The Band Pass Filter,” NBER Working Papers 7257, National Bureau of Economic Research, Inc.

  4. Clausen, J.R., Meier, C.-P., 2005. “Did the Bundesbank Follow a Taylor Rule? An Analysis Based on Real-Time Data,” Swiss Journal of Economics and Statistics 127, 213-246.

  5. Döpke, J., 2004. “Real-Time Data and Business Cycle Analysis in Germany,” Journal of Business Cycle Measurement and Analysis 1, 337-361.

  6. Garratt, A., Lee, K., Mise, E., Shields K., 2009. “Real Time Representation of the Output Gap in the UK in the Presence of Model Uncertainty,” International Journal of Forecasting 25, 81 – 102.

  7. Gerberding, C., Seitz, F., Worms, A., 2005. “How the Bundesbank Really Conducted Monetary Policy: An Analysis Based on Real-Time Data,” The North American Journal of Economics and Finance 16, 277-292.

  8. Gruen, D., Robinson, T., Stone, A., 2002. “Output Gaps in Real Time: Are They Reliable Enough to Use for Monetary Policy?” Reserve Bank of Australia Research Discussion Paper 2002-06.

  9. Kamada, K., 2005. “Real-time Estimation of the Output Gap in Japan and Its Usefulness for Inflation Forecasting and Policymaking,” North American Journal of Economics and Finance 16, 309-332.

  10. Mise, E., Kim, T.-H., Newbold, P., 2005. “On Suboptimality of the Hodrick-Prescott Filter at Time Series Endpoints,” Journal of Macroeconomics 27, 53-67.

  11. Mitchell, J., 2003. “Should We Be Surprised by the Unreliability of Real-Time Output Gap Estimates? Density Estimates for the Euro Area,” Manuscript, National Institute of Economic and Social Research.
    Paper not yet in RePEc: Add citation now
  12. Nelson, E., Nikolov, K., 2003. “UK Inflation in the 1970s and 1980s: The Role of Output Gap Mismeasurement,” Journal of Economics and Business 55, 353-370.

  13. Orphanides, A., 2001. “Monetary Policy Rules Based on Real-Time Data,” American Economic Review 91, 964-985.

  14. Orphanides, A., 2003. “The Quest for Prosperity without Inflation,” Journal of Monetary Economics 50, 633-663.

  15. Orphanides, A., van Norden, S., 1999. “The Reliability of Output Gap Estimates in Real Time,” Board of Governors of the Federal Reserve System, Finance and Economics Discussion Series, 1999-38.

  16. Orphanides, A., van Norden, S., 2002. “The Unreliability of Output Gap Estimates in Real Time,” Review of Economics and Statistics 84, 569-583.

  17. St-Amant, P., van Norden, S., 1998. “Measurement of the Output Gap: A Discussion of Recent Research at the Bank of Canada,” Bank of Canada Technical Report 1998-79.

  18. van Norden, S., 1995.” Why Is It So Hard to Measure the Current Output Gap?” Manuscript, Bank of Canada.

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