create a website

Estimating the output gap after COVID: How to address unprecedented macroeconomic variations. (2024). Parra-Amado, Daniel ; Granados, Camilo.
In: Economic Modelling.
RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000671.

Full description at Econpapers || Download paper

Cited: 5

Citations received by this document

Cites: 40

References cited by this document

Cocites: 21

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Machine learning forecasting in the macroeconomic environment: the case of the US output gap. (2025). Gogas, Periklis ; Papadimitriou, Theophilos ; Alexakis, Christos ; Sofianos, Emmanouil.
    In: Economic Change and Restructuring.
    RePEc:kap:ecopln:v:58:y:2025:i:1:d:10.1007_s10644-024-09849-w.

    Full description at Econpapers || Download paper

  2. Macroeconomic Modeling in Post-pandemic Times. (2025). Nersisyan, Karen A ; Votinov, Anton I ; Polshchikova, Julia A.
    In: Finansovyj žhurnal — Financial Journal.
    RePEc:fru:finjrn:250104:p:62-73.

    Full description at Econpapers || Download paper

  3. Output Gap Measurement after COVID for Colombia: Lessons from a Permanent-Transitory Approach. (2025). Parra-Amado, Daniel ; Granados, Camilo.
    In: Borradores de Economia.
    RePEc:bdr:borrec:1295.

    Full description at Econpapers || Download paper

  4. Trends and cycles during the COVID-19 pandemic period. (2024). Maria, José ; Júlio, Paulo ; Julio, Paulo.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001871.

    Full description at Econpapers || Download paper

  5. Business cycle synchronization and asymmetry in the European Union. (2024). Tica, Josip ; Panovska, Irina ; Arčabić, Vladimir ; Arabi, Vladimir.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001676.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Aikman, D. ; Drehmann, M. ; Juselius, M. ; Xing, X. The Scarring Effects of Deep Contractions. 2022 Bank for International Settlements:

  2. Álvarez, L.J. ; Gómez-Loscos, A. A menu on output gap estimation methods. 2018 J. Policy Model.. 40 827-850

  3. An, S. ; Schorfheide, F. Bayesian analysis of DSGE models. 2007 Econometric Rev.. 26 113-172

  4. Angeletos, G.-M. ; Collard, F. ; Dellas, H. Business-cycle anatomy. 2020 Amer. Econ. Rev.. 110 3030-3070

  5. Barsky, R.B. ; Sims, E.R. News shocks and business cycles. 2011 J. Monet. Econ.. 58 273-289

  6. Benati, L. Investigating inflation persistence across monetary regimes. 2008 Q. J. Econ.. 123 1005-1060

  7. Benati, L. ; Lubik, T.A. Searching for Hysteresis. 2021 Federal Reserve Bank of Richmond:

  8. Berger, T. ; Morley, J. ; Wong, B. Nowcasting the output gap. 2023 J. Econometrics. 232 18-34

  9. Berger, T. ; Ochsner, C. Robust Real-Time Estimates of the German Output Gap Based on a Multivariate Trend-Cycle Decomposition. 2022 Deutsche Bundesbank:

  10. Blanchard, O.J. ; Quah, D. The dynamic effects of aggregate demand and supply disturbances. 1989 Amer. Econ. Rev.. 79 655-673

  11. Blinder, A.S. ; Rudd, J.B. The supply-shock explanation of the great stagflation revisited. 2013 En : The Great Inflation: The Rebirth of Modern Central Banking. University of Chicago Press:

  12. Brignone, D., Mazzali, M., 2022. Evidence on the Confounding Nature of the Main Business Cycle Driver. Technical Report, Available at SSRN working paper series.
    Paper not yet in RePEc: Add citation now
  13. Camba-Mendez, G. ; Rodriguez-Palenzuela, D. Assessment criteria for output gap estimates. 2003 Econ. Model.. 20 529-562

  14. Canova, F. FAQ: How do I measure the Output gap?. 2020 C.E.P.R. Discussion Papers:

  15. Carriero, A. ; Clark, T.E. ; Marcellino, M. ; Mertens, E. Addressing COVID-19 outliers in BVARs with stochastic volatility. 2022 Rev. Econ. Stat.. 105 1-38

  16. Cerra, V. ; Fatás, A. ; Saxena, S.C. Hysteresis and business cycles. 2023 J. Econ. Lit.. 61 181-225

  17. Chalmovianský, J. ; Němec, D. Assessing uncertainty of output gap estimates: Evidence from Visegrad countries. 2022 Econ. Model.. 116 -

  18. Chen, M.J. ; Gornicka, L. Measuring Output Gap: Is It Worth Your Time?. 2020 International Monetary Fund:

  19. Cochrane, J.H. Permanent and transitory components of GNP and stock prices. 1994 Q. J. Econ.. 109 241-265

  20. Cochrane, J.H. Univariate vs. Multivariate Forecasts of GNP Growth and Stock Returns: Evidence and Implications for the Persistence of Shocks, Detrending Methods. 1990 National Bureau of Economic Research:

  21. Dieppe, A., Francis, N., Kindberg-Hanlon, G., 2021. The Identification of Dominant Macroeconomic Drivers: Coping with Confounding Shocks. Technical Report, ECB Working Paper No. 2534.

  22. Fontanari, C. ; Palumbo, A. ; Salvatori, C. Potential output in theory and practice: a revision and update of Okun’s original method. 2020 Struct. Change Econ. Dyn.. 54 247-266

  23. Forbes, K. ; Hjortsoe, I. ; Nenova, T. The shocks matter: Improving our estimates of exchange rate pass-through. 2018 J. Int. Econ.. 114 255-275

  24. Fornaro, L., Wolf, M., 2020. Covid-19 Coronavirus and Macroeconomic Policy. Technical report CEPR Discussion Paper No. DP14529.

  25. Furlanetto, F. ; Lepetit, A. ; Robstad, O. ; Rubio-Ramírez, J.F. ; Ulvedal, P.-b. Estimating Hysteresis Effects. 2021 C.E.P.R. Discussion Papers:

  26. Giannone, D. ; Lenza, M. ; Primiceri, G.E. Prior selection for vector autoregressions. 2015 Rev. Econ. Stat.. 97 436-451

  27. Guerrieri, V. ; Lorenzoni, G. ; Straub, L. ; Werning, I. Macroeconomic implications of COVID-19: Can negative supply shocks cause demand shortages?. 2022 Amer. Econ. Rev.. 112 1437-1474

  28. Guisinger, A.Y. ; Owyang, M.T. ; Shell, H. Comparing measures of potential output. 2018 Review. 100 297-316

  29. Hartwig, B. Bayesian VARs and prior calibration in times of COVID-19. 2022 Stud. Nonlinear Dyn. Econometrics. -

  30. Hazell, J. ; Herreño, J. ; Nakamura, E. ; Steinsson, J. The slope of the phillips curve: Evidence from U.S. States*. 2022 Q. J. Econ.. 137 1299-1344

  31. Jordà, O. ; Singh, S.R. ; Taylor, A.M. The Long-Run Effects of Monetary Policy. 2020 National Bureau of Economic Research, Inc:

  32. Keating, J.W. ; Valcarcel, V.J. The time-varying effects of permanent and transitory shocks to real output. 2015 Macroecon. Dyn.. 19 477-507

  33. King, R.G. ; Plosser, C.I. ; Stock, J.H. ; Watson, M.W. Stochastic Trends and Economic Fluctuations. 1987 National Bureau of Economic Research:

  34. Lenza, M. ; Primiceri, G.E. How to estimate a vector autoregression after March 2020. 2022 J. Appl. Econometrics. 37 688-699

  35. Marcellino, M. ; Musso, A. The reliability of real-time estimates of the euro area output gap. 2011 Econ. Model.. 28 1842-1856

  36. McLeay, M. ; Tenreyro, S. Optimal inflation and the identification of the phillips curve. 2020 NBER Macroecon. Annu.. 34 199-255

  37. Morley, J. ; Rodríguez-Palenzuela, D. ; Sun, Y. ; Wong, B. Estimating the euro area output gap using multivariate information and addressing the COVID-19 pandemic. 2023 Eur. Econ. Rev.. 153 -

  38. Ng, S. Modeling Macroeconomic Variations after Covid-19. 2021 National Bureau of Economic Research:

  39. Pichette, L. ; Robitaille, M.-N. ; Salameh, M. ; St-Amant, P. Dismiss the output gaps? To use with caution given their limitations. 2019 Econ. Model.. 76 199-215

  40. Uhlig, H. What moves GNP?. 2004 En : Econometric Society 2004 North American Winter Meetings. Econometric Society:

Cocites

Documents in RePEc which have cited the same bibliography

  1. Persistent slumps: Innovation and the credit channel of monetary policy. (2025). Minetti, Raoul ; Tarquini, Giulio ; Cao, Qingqing ; Beqiraj, Elton.
    In: European Economic Review.
    RePEc:eee:eecrev:v:172:y:2025:i:c:s0014292124002757.

    Full description at Econpapers || Download paper

  2. Microdata-based output gap estimation using business tendency surveys. (2025). Ulrichs, Magdalena ; Grajski, Mariusz ; Baej, Mirosaw.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:174:y:2025:i:c:s016518892500034x.

    Full description at Econpapers || Download paper

  3. Output Gap Measurement after COVID for Colombia: Lessons from a Permanent-Transitory Approach. (2025). Parra-Amado, Daniel ; Granados, Camilo.
    In: Borradores de Economia.
    RePEc:bdr:borrec:1295.

    Full description at Econpapers || Download paper

  4. Demographic aging and long-run economic growth in Germany. (2024). Ochsner, Christian ; Zuber, Christopher ; Other, Lars ; Thiel, Esther.
    In: Working Papers.
    RePEc:zbw:svrwwp:284412.

    Full description at Econpapers || Download paper

  5. Do recessions slow technology growth? Evidence from the firm level. (2024). Schmidt, Tobias ; Schmller, Michaela Elfsbacka ; Goldfayn-Frank, Olga.
    In: Bank of Finland Research Discussion Papers.
    RePEc:zbw:bofrdp:309422.

    Full description at Econpapers || Download paper

  6. Assessing the Potential Output for Switzerland: Determinants, Trends and Drivers. (2024). Glocker, Christian ; Wegmller, Philipp ; Kaniovski, Serguei ; Fischer, Sarah.
    In: Journal of Business Cycle Research.
    RePEc:spr:jbuscr:v:20:y:2024:i:2:d:10.1007_s41549-024-00100-z.

    Full description at Econpapers || Download paper

  7. Political institutions and output collapses. (2024). Temple, Jonathan ; Imam, Patrick.
    In: European Journal of Political Economy.
    RePEc:eee:poleco:v:85:y:2024:i:c:s0176268024000752.

    Full description at Econpapers || Download paper

  8. A Markov-Switching DSGE model for measuring the output gap in Brazil. (2024). Palma, Andreza ; Portugal, Marcelo S ; de Oliveira, Eleonora.
    In: Latin American Journal of Central Banking (previously Monetaria).
    RePEc:eee:lajcba:v:5:y:2024:i:1:s2666143824000036.

    Full description at Econpapers || Download paper

  9. Estimating the output gap after COVID: How to address unprecedented macroeconomic variations. (2024). Parra-Amado, Daniel ; Granados, Camilo.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000671.

    Full description at Econpapers || Download paper

  10. Keeping the momentum: how finance can continue to support growth in EMEs. (2024). Zampolli, Fabrizio ; Mehrotra, Aaron ; Banerjee, Ryan Niladri.
    In: BIS Papers chapters.
    RePEc:bis:bisbpc:148-01.

    Full description at Econpapers || Download paper

  11. Understanding Italys stagnation. (2023). Krahe, Max.
    In: Papers.
    RePEc:zbw:dzimps:277913.

    Full description at Econpapers || Download paper

  12. (Endogenous) Growth Slowdowns. (2023). Leon-Ledesma, Miguel ; Shibayama, Katsuyuki.
    In: Studies in Economics.
    RePEc:ukc:ukcedp:2303.

    Full description at Econpapers || Download paper

  13. The scars of supply shocks: Implications for monetary policy. (2023). Wolf, Martin ; Fornaro, Luca.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:140:y:2023:i:s:p:s18-s36.

    Full description at Econpapers || Download paper

  14. Nonlinearities in the exchange rate pass-through: The role of inflation expectations. (2023). Caporale, Guglielmo Maria ; Anderl, Christina.
    In: International Economics.
    RePEc:eee:inteco:v:173:y:2023:i:c:p:86-101.

    Full description at Econpapers || Download paper

  15. Estimating the Output Gap After COVID: How to Address Unprecedented Macroeconomic Variations. (2023). Parra-Amado, Daniel ; Granados, Camilo.
    In: Borradores de Economia.
    RePEc:bdr:borrec:1249.

    Full description at Econpapers || Download paper

  16. Endogenous technology, scarring and fiscal policy. (2022). Schmoller, Michaela.
    In: Bank of Finland Research Discussion Papers.
    RePEc:zbw:bofrdp:132022.

    Full description at Econpapers || Download paper

  17. 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.

    Full description at Econpapers || Download paper

  18. Inflation comovements in advanced economies: Facts and drivers. (2021). Gómez-Loscos, Ana ; Alvarez, Luis ; Gadea, Maria Dolores.
    In: The World Economy.
    RePEc:bla:worlde:v:44:y:2021:i:2:p:485-509.

    Full description at Econpapers || Download paper

  19. A Short Term Forecasting Model for the Spanish GDP and itsDemand Components. (2020). Perez Quiros, Gabriel ; Gómez-Loscos, Ana ; Perez-Quiros, Gabriel ; Gomez-Loscos, Ana ; Pareja, Ana Arencibia.
    In: Revista Economía.
    RePEc:pcp:pucrev:y:2020:i:85:p:1-30.

    Full description at Econpapers || Download paper

  20. Inflation interdependence in advanced economies. (2019). Gómez-Loscos, Ana ; Gadea, María ; Alvarez, Luis ; Gomez-Loscos, Ana.
    In: Working Papers.
    RePEc:bde:wpaper:1920.

    Full description at Econpapers || Download paper

  21. Estimation and Analysis of the Output Gap for the Saudi Economy; Econometric Study (1970-2016). (2019). Neffati, Mohamed R.
    In: Asian Economic and Financial Review.
    RePEc:asi:aeafrj:2019:p:267-284.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-10-05 02:08:10 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.