create a website

Forecasting inflation with an uncertain output gap. (2008). Jore, Anne Sofie ; Brubakk, Leif ; Bjørnland, Hilde.
In: Empirical Economics.
RePEc:spr:empeco:v:35:y:2008:i:3:p:413-436.

Full description at Econpapers || Download paper

Cited: 9

Citations received by this document

Cites: 47

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Scoring Six Detrending Methods on Timing, Lead-Lag Relations, and Cycle Periods: An Empirical Study of US and UK Recessions 1977–2020. (2024). Seip, Knut Lehre ; Zhang, Dan.
    In: Computational Economics.
    RePEc:kap:compec:v:64:y:2024:i:5:d:10.1007_s10614-024-10548-x.

    Full description at Econpapers || Download paper

  2. Norges Bank Output Gap Estimates: Forecasting Properties, Reliability, Cyclical Sensitivity and Hysteresis. (2023). Furlanetto, Francesco ; Robstad, Orjan ; Hagelund, Kre ; Hansen, Frank.
    In: Oxford Bulletin of Economics and Statistics.
    RePEc:bla:obuest:v:85:y:2023:i:1:p:238-267.

    Full description at Econpapers || Download paper

  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.

    Full description at Econpapers || Download paper

  4. Norges Bank Output Gap Estimates: Forecasting Properties, Reliability and Cyclical Sensitivity. (2020). Furlanetto, Francesco ; Robstad, Orjan ; Hagelund, Kre ; Hansen, Frank.
    In: Working Paper.
    RePEc:bno:worpap:2020_07.

    Full description at Econpapers || Download paper

  5. Improving Phillips Curve’s Inflation Forecasts under Misspecification. (2017). Abdelsalam, Mamdouh ; Abdelmoula, Mamdouh.
    In: Journal for Economic Forecasting.
    RePEc:rjr:romjef:v::y:2017:i:3:p:54-76.

    Full description at Econpapers || Download paper

  6. Identification and real-time forecasting of Norwegian business cycles. (2016). Ravazzolo, Francesco ; Jore, Anne Sofie ; Aastveit, Knut Are.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:32:y:2016:i:2:p:283-292.

    Full description at Econpapers || Download paper

  7. Inflation Forecast-Based Rule for Inflation Targeting: Case of Some Selected MENA Countries. (2011). ben Hadj, Houda.
    In: Working Papers.
    RePEc:erg:wpaper:628.

    Full description at Econpapers || Download paper

  8. A New Keynesian Phillips curve for Tunisia : Estimation and analysis of sensitivity. (2010). Ben Ali, Samir.
    In: MPRA Paper.
    RePEc:pra:mprapa:29624.

    Full description at Econpapers || Download paper

  9. A dynamic stochastic general equilibrium model for Switzerland. (2009). Natal, Jean-Marc ; Dellas, Harris ; Cuche-Curti, Nicolas.
    In: Economic Studies.
    RePEc:snb:snbecs:2009-05.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Apel M and Jansson P (1999). System estimates of potential output and the NAIRU. Empir Econ 24: 373–388 .

  2. Ashley R (2003). Statistically significant forecasting improvements: how much out-of-sample data is likely necessary. Int J Forecast 13: 229–239 .

  3. Banjeree A and Marcellino M (2006). Are there any reliable leading indicators for US inflation and GDP. Int J Forecast 22: 137–151 .

  4. Baxter M and King R (1999). Measuring business cycles: approximate band-pass filters for economic time series. Rev Econ Stat 81: 575–593 .

  5. Bernhardsen T, Eitrheim Ø, Jore AS, Røisland Ø (2004) Real-time data for Norway: challenges for monetary policy. Discussion Paper 26/2004, Deutsche Bundesbank.

  6. Bjørnland H (2000). Detrending methods and stylized facts of business cycles in Norway—an international comparison. Empir Econ 25: 369–392 .
    Paper not yet in RePEc: Add citation now
  7. Blanchard OJ and Quah D (1989). The dynamic effects of aggregate demand and supply disturbances. Am Econ Rev 79: 655–673 .

  8. Burns AF and Mitchell WC (1946). Measuring business cycles. NBER, New York .

  9. Camba-Mendez G and Rodriguez-Palenzuela D (2003). Assessment criteria for output gap estimates. Econ Modell 20: 529–562 .

  10. Canova F (1998). Detrending and business cycle facts. J Monet Econ 41: 475–512 .

  11. Cecchetti SG, Chu RS, Steindel C (2000) The unreliability of inflation indicators. Current issues in economics and finance 4/6, Federal Reserve Bank of New York.

  12. Christiano LJ, Fitzgerald TJ (1999) The Band Pass Filter. NBER Working Paper No. W7257.

  13. Clark P (1987). The cyclical component of U.S. economic activity. Q J Econ 102: 797–814 .

  14. Clark TE and Mcacken MW (2001). Tests of equal forecast accuracy and en-compassing for nested models. J Econom 105: 85–110 .

  15. Clark TE, West KD (2006) Approximately normal tests for equal predictive accuracy in nested models. J Econom (forthcoming).

  16. Diebold FX and Mariano RS (1995). Comparing predictive accuracy. J Bus Econ Stat 13: 134–144 .

  17. Ehrmann M and Smets F (2003). Uncertain potential output: implications for monetary policy. J Econ Dyn Control 27: 1611–1638 .

  18. Frøyland E and Nymoen R (2000). Output gap in the Norwegian economy—different methodologies, same result?. Econ Bull 2: 46–52 .
    Paper not yet in RePEc: Add citation now
  19. Gali J, Rabanal P (2004) Technology shocks and aggregate fluctuations: how well does the RBC model fit postwar U.S. data? In: Gertler M, Rogoff K (eds) NBER macroeconomics annual, pp 225-288.

  20. Gerlach S and Svensson LEO (2003). Money and inflation in the Euro area: a case for monetary indicators. J Monet Econ 50: 1649–1672 .

  21. Gruen D, Robinson T and Stone A (2005). Output gaps in real time: how reliable are they. Econ Rec 81: 6–18 .

  22. Hamilton JD (1994). Time series analysis. Princeton University Press, Princeton .
    Paper not yet in RePEc: Add citation now
  23. Harvey AC (1985). Trends and cycles in macroeconomic time series. J Bus Econ Stat 3: 216–227 .

  24. Johansen PR, Eika T (2000) Drivkrefter bak konjunkturforløpet på 1990-tallet (driving forces behind cyclical developments in the 1990s). Economic Survey 6/2000, Statistics Norway.
    Paper not yet in RePEc: Add citation now
  25. Kydland FE, Prescott EC (1990) Business cycles: real facts and a monetary myth. Federal Reserve Bank of Minneapolis Quarterly Review. Spring, pp 3–18.

  26. Leamer EE (1978). Regression selection strategies and revealed priors. J Am Stat Assoc 73: 580–587 .
    Paper not yet in RePEc: Add citation now
  27. Leitemo K and Lønning I (2006). Simple monetary policymaking without the output gap. J Money Edit Bank 38: 1619–1640 .

  28. McCallum BT (1998). Issues in the design of monetary policy rules. In: Taylor, J and Woodford, M (eds) Handbook of macroeconomics, pp 1483–1530. North Holland, New York .
    Paper not yet in RePEc: Add citation now
  29. McCallum BT (2001). Should monetary policy respond strongly to output gaps?. Am Econ Rev 91: 258–262 .

  30. McDermott CJ, Scott A (2000) Concordance in business cycles. IMF working Paper 00/37.

  31. Nelson CR and Plosser CI (1982). Trends and random walks in macroeconomic time series. J Monet Econ 10: 129–162 .
    Paper not yet in RePEc: Add citation now
  32. Olsen K, Qvigstad JF, Røisland Ø (2002) Monetary policy in real time: the role of simple rules, Bis papers no. 19.
    Paper not yet in RePEc: Add citation now
  33. Orphanides A (2001). Monetary policy rules based on real-time data. Am Econ Rev 91: 964–985 .

  34. Orphanides A (2003). Monetary policy evaluation with noisy information. J Monet Econ 50: 605–631 .

  35. Orphanides A and van Norden S (2002). The unreliability of output gap estimates in real time. Rev Econ Stat 84: 569–583 .

  36. Orphanides A, Porter RD, Reifschneider D, Tetlow R and Finan F (2000). Errors in the measurement of the output gap and the design of monetary policy. J Econ Bus 52: 117–141 .

  37. Rudebusch GD (2002). Assessing nominal income rules for monetary policy with model and data uncertainty. Econ J 112: 402–432 .

  38. Scott A (2000) Stylised facts from output gap measures. Reserve Bank of New Zealand Discussion Paper, DP2000/07.

  39. Smets F (2002). Output gap uncertainty: does it matter for the Taylor rule. Empir Econ 22: 113–129 .

  40. Stock JH and Watson MW (2003). Forecasting output and inflation: the role of asset prices. J Econ Lit XLI: 788–829 .

  41. Stock JH and Watson MW (2004). Combination forecasts of output growth in a seven-country data set. J Forecast 23: 405–430 .

  42. Stock JH, Watson MW (1998) Business cycle fluctuations in US macroeconomic time series. Working Paper No. 6528. National Bureau of Economic Research.

  43. Svensson LEO (1997). Inflation forecast targeting: implementing and monitoring inflation targets. Eur Econ Rev 41: 1111–1146 .

  44. Svensson LEO (2000). Open-economy inflation targeting. J Int Econ 50: 155–183 .

  45. Svensson LEO and Woodford M (2003). Indicator variables for optimal policy. J Monet Econ 50: 691–720 .

  46. Svensson LEO and Woodford M (2005). Implementing optimal policy through inflation-forecast targeting. In: Bernanke, BS and Woodford, M (eds) The inflation-targeting debate, pp 19–83. University of Chicago Press, Chicago .
    Paper not yet in RePEc: Add citation now
  47. West KD (1996). Asymptotic inference about predictive ability. Econometrica 64: 1067–1084 .

Cocites

Documents in RePEc which have cited the same bibliography

  1. The Importance of a Good Indicator for Global Excess Demand. (2012). Portugal Duarte, António ; Andrade, João.
    In: GEMF Working Papers.
    RePEc:gmf:wpaper:2012-15.

    Full description at Econpapers || Download paper

  2. Estimating Europe’s natural rates. (2011). Berger, Tino.
    In: Empirical Economics.
    RePEc:spr:empeco:v:40:y:2011:i:2:p:521-536.

    Full description at Econpapers || Download paper

  3. A small New Keynesian state space model of the Australian economy. (2011). Sheen, Jeffrey ; Leu, Shawn.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:28:y:2011:i:1-2:p:672-684.

    Full description at Econpapers || Download paper

  4. Trend extraction with a judgement-augmented hodrick–prescott filter. (2010). Jönsson, Kristian ; Jonsson, Kristian.
    In: Empirical Economics.
    RePEc:spr:empeco:v:39:y:2010:i:3:p:703-711.

    Full description at Econpapers || Download paper

  5. In Search of a Method for Measuring the Output Gap of the Swedish Economy. (2010). Jönsson, Kristian ; Jonsson, Kristian ; Hjelm, Goran.
    In: Working Papers.
    RePEc:hhs:nierwp:0115.

    Full description at Econpapers || Download paper

  6. Labour taxes and unemployment evidence from a panel unobserved component model. (2010). Everaert, Gerdie ; Berger, Tino.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:34:y:2010:i:3:p:354-364.

    Full description at Econpapers || Download paper

  7. Forecasting inflation with an uncertain output gap. (2008). Jore, Anne Sofie ; Brubakk, Leif ; Bjørnland, Hilde.
    In: Empirical Economics.
    RePEc:spr:empeco:v:35:y:2008:i:3:p:413-436.

    Full description at Econpapers || Download paper

  8. Estimating Europe’s Natural Rates from a forward-looking Phillips curve. (2008). Berger, Tino.
    In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
    RePEc:rug:rugwps:08/498.

    Full description at Econpapers || Download paper

  9. I metodi di stima del PIL potenziale tra fondamenti di Teoria economica e Contenuto empirico. (2008). Palumbo, Antonella.
    In: Departmental Working Papers of Economics - University 'Roma Tre'.
    RePEc:rtr:wpaper:0092.

    Full description at Econpapers || Download paper

  10. Causes of structural unemployment in Finland and Sweden 1990-2004. (2008). Fregert, Klas ; Pehkonen, Jaakko.
    In: Working Papers.
    RePEc:hhs:lunewp:2008_014.

    Full description at Econpapers || Download paper

  11. Projecting the Medium-Term: Outcomes and Errors for GDP Growth. (2007). Kappler, Marcus.
    In: ZEW Discussion Papers.
    RePEc:zbw:zewdip:6888.

    Full description at Econpapers || Download paper

  12. Estimating potential output and the output gap for the euro area: a model-based production function approach. (2007). Proietti, Tommaso ; Musso, Alberto ; Westermann, Thomas.
    In: Empirical Economics.
    RePEc:spr:empeco:v:33:y:2007:i:1:p:85-113.

    Full description at Econpapers || Download paper

  13. KIMOD 1.0 Documentation of NIER´s Dynamic Macroeconomic General Equilibrium Model of the Swedish Economy. (2007). Forsfalt, Tomas ; Vartiainen, Juhana ; Nilsson, Jonny ; Hjelm, Goran ; Bergvall, Anders.
    In: Working Papers.
    RePEc:hhs:nierwp:0100.

    Full description at Econpapers || Download paper

  14. The long-run Phillips curve revisited: Is the NAIRU framework data-consistent?. (2007). Schreiber, Sven.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:29:y:2007:i:2:p:355-367.

    Full description at Econpapers || Download paper

  15. Corporate credit risk modeling and the macroeconomy. (2007). Roszbach, Kasper ; Lindé, Jesper ; Jacobson, Tor ; Carling, Kenneth ; Linde, Jesper.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:31:y:2007:i:3:p:845-868.

    Full description at Econpapers || Download paper

  16. How much has labour taxation contributed to European structural unemployment?. (2007). Rossi, Alessandro ; Planas, Christophe ; Roeger, Werner.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:31:y:2007:i:4:p:1359-1375.

    Full description at Econpapers || Download paper

  17. NAIRU Evolution in the Spanish Economy: a Kalman Filter Estimation Approach/Evolución de la NAIRU en la economía española: una estimación mediante el filtro de Kalman.. (2006). Ramos, Raul ; DURN, CHRISTIAN .
    In: Estudios de Economia Aplicada.
    RePEc:lrk:eeaart:24_2_22.

    Full description at Econpapers || Download paper

  18. A Simultaneous Model of the Swedish Krona, the US Dollar and the Euro. (2006). Sellin, Peter ; Lindblad, Hans.
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0193.

    Full description at Econpapers || Download paper

  19. Forecasting inflation with an uncertain output gap. (2006). Jore, Anne Sofie ; Brubakk, Leif ; Bjørnland, Hilde ; Bjornland, Hilde C..
    In: Memorandum.
    RePEc:hhs:osloec:2006_011.

    Full description at Econpapers || Download paper

  20. Calculating potential growth rates and output gaps - A revised production function approach. (2006). Denis, Cécile ; Werner Röger, ; McMorrow, Kieran ; Grenouilleau, Daniel ; Cécile Denis, .
    In: European Economy - Economic Papers 2008 - 2015.
    RePEc:euf:ecopap:0247.

    Full description at Econpapers || Download paper

  21. Forecasting inflation with an uncertain output gap. (2006). Jore, Anne Sofie ; Brubakk, Leif ; Bjørnland, Hilde.
    In: Working Paper.
    RePEc:bno:worpap:2006_02.

    Full description at Econpapers || Download paper

  22. How much has labour taxation contributed to European structural unemployment?. (2004). Rossi, Alessandro ; Planas, Christophe ; Roeger, Werner.
    In: Econometrics.
    RePEc:wpa:wuwpem:0408005.

    Full description at Econpapers || Download paper

  23. Can inflation data improve the real-time reliability of output gap estimates?. (2004). Rossi, Alessandro ; Planas, Christophe.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:19:y:2004:i:1:p:121-133.

    Full description at Econpapers || Download paper

  24. Measuring a Roller Coaster: Evidenceon the Finnish Output Gap. (2004). Billmeier, Andreas.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2004/057.

    Full description at Econpapers || Download paper

  25. Modelling the Foreign Sector in a Macroeconometric Model of Sweden. (2004). Nilsson, Kristian ; Alsterlind, Jan ; Markowski, Alek.
    In: Working Papers.
    RePEc:hhs:nierwp:0088.

    Full description at Econpapers || Download paper

  26. Variables observables et inobservables dans la theorie du taux de chomage d’equilibre, une comparaison France/Etats-Unis.. (2004). Sterdyniak, Henri ; Reynès, Frédéric ; Heyer, Eric.
    In: Documents de Travail de l'OFCE.
    RePEc:fce:doctra:0403.

    Full description at Econpapers || Download paper

  27. System Estimates of Cyclical Unemployment and Cyclical Output in the 15 European Union Member-States, 1961-1999. (2004). Katsouli, E. ; Pallis, D. ; Katos, A..
    In: International Journal of Applied Econometrics and Quantitative Studies.
    RePEc:eaa:ijaeqs:v:1:y2004:i:1_19.

    Full description at Econpapers || Download paper

  28. Trend, cycle, and non-linear trade-off in the Euro Area 1970-2001. (2003). Martins, Manuel ; Manuel M. F. Martins, ; AGUIAR, Alvaro .
    In: FEP Working Papers.
    RePEc:por:fepwps:122.

    Full description at Econpapers || Download paper

  29. The Rise and Fall of Swedish Unemployment. (2003). HOLMLUND, BERTIL.
    In: Working Paper Series.
    RePEc:hhs:uunewp:2003_013.

    Full description at Econpapers || Download paper

  30. The Equilibrium Rate of Unemployment and the Real Exchange Rate: An Unobserved Components System Approach. (2003). Sellin, Peter ; Lindblad, Hans.
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0152.

    Full description at Econpapers || Download paper

  31. The Rise and Fall of Swedish Unemployment. (2003). HOLMLUND, BERTIL.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_918.

    Full description at Econpapers || Download paper

  32. A Kalman filter approach to estimating the UK NAIRU. (2003). Saleheen, Jumana ; Pierse, Richard ; Greenslade, Jennifer.
    In: Bank of England working papers.
    RePEc:boe:boeewp:179.

    Full description at Econpapers || Download paper

  33. Strukturelle Arbeitslosigkeit in Europa: Eine Bestandsaufnahme. (2003). Beissinger, Thomas.
    In: University of Regensburg Working Papers in Business, Economics and Management Information Systems.
    RePEc:bay:rdwiwi:373.

    Full description at Econpapers || Download paper

  34. The Impact of the agricultural sector on cyclical unemployment and output in EU. (2003). Lawler, K. ; Katsouli, E. ; Pallis, D..
    In: Agricultural Economics Review.
    RePEc:ags:aergaa:26418.

    Full description at Econpapers || Download paper

  35. Is the NAIRU More Useful in Forecasting Inflation than the Natural Rate of Unemployment?. (2002). Claar, Victor.
    In: MPRA Paper.
    RePEc:pra:mprapa:14257.

    Full description at Econpapers || Download paper

  36. Capital Charges under Basel II: Corporate Credit Risk Modelling and the Macro Economy. (2002). Roszbach, Kasper ; Lindé, Jesper ; Jacobson, Tor ; Carling, Kenneth ; Linde, Jesper.
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0142.

    Full description at Econpapers || Download paper

  37. Production function approach to calculating potential growth and output gaps - estimates for the EU Member States and the US. (2002). Denis, Cécile ; Werner Röger, ; McMorrow, Kieran ; Cécile Denis, .
    In: European Economy - Economic Papers 2008 - 2015.
    RePEc:euf:ecopap:0176.

    Full description at Econpapers || Download paper

  38. Potential output and the output gap in Luxembourg: some alternative methods. (2002). Guarda, Paolo.
    In: BCL working papers.
    RePEc:bcl:bclwop:bclwp004.

    Full description at Econpapers || Download paper

  39. Monetary policy analysis and inflation targeting in a small open economy: a VAR approach. (2001). Warne, Anders ; Vredin, Anders ; Jansson, Per ; Jacobson, Tor.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:16:y:2001:i:4:p:487-520.

    Full description at Econpapers || Download paper

  40. Output Gaps in European Monetary Union. New Insights from Input Augmentation in the Technological Progress. (2001). Silgoner, Maria ; Dimitz, Maria Antoinette.
    In: Economics Series.
    RePEc:ihs:ihsesp:102.

    Full description at Econpapers || Download paper

  41. Is the Short-run Phillips Curve Nonlinear? Empirical Evidence for Australia, Sweden and the United States. (2001). Eliasson, Ann-Charlotte.
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0124.

    Full description at Econpapers || Download paper

  42. Identification and dimension of the NAIRU. (2001). Piselli, Paolo ; Chiarini, Bruno.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:18:y:2001:i:4:p:585-611.

    Full description at Econpapers || Download paper

  43. Desequilibrios Reales en Colombia. (2001). Misas, Martha ; López, Enrique.
    In: Borradores de Economia.
    RePEc:bdr:borrec:181.

    Full description at Econpapers || Download paper

  44. Neues von der NAIRU?. (2000). Franz, Wolfgang.
    In: ZEW Discussion Papers.
    RePEc:zbw:zewdip:5324.

    Full description at Econpapers || Download paper

  45. Forecasting trend output in the Euro area. (2000). Schumacher, Christian.
    In: HWWA Discussion Papers.
    RePEc:zbw:hwwadp:26245.

    Full description at Econpapers || Download paper

  46. Medium-Term Forecasts of Potential GDP and Inflation Using Age Structure Information. (1999). .
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0099.

    Full description at Econpapers || Download paper

  47. A theory-consistent system approach for estimating potential output and the NAIRU. (1999). Jansson, Per ; Apel, Mikael.
    In: Economics Letters.
    RePEc:eee:ecolet:v:64:y:1999:i:3:p:271-275.

    Full description at Econpapers || Download paper

  48. Inflation and real disequilibria. (1999). yates, anthony ; Astley, Mark S.
    In: Bank of England working papers.
    RePEc:boe:boeewp:103.

    Full description at Econpapers || Download paper

  49. Understanding Swedish Social Democracy: Victims of Success?. (1998). Vartiainen, Juhana.
    In: Oxford Review of Economic Policy.
    RePEc:oup:oxford:v:14:y:1998:i:1:p:19-39.

    Full description at Econpapers || Download paper

  50. Tasa de sacrificio en la UEM: Un análisis empírico. (). Cuñado, Juncal ; Juncal Cuñado Eizaguirre, ; Fernando Pérez de Gracía Hidalgo, .
    In: Studies on the Spanish Economy.
    RePEc:fda:fdaeee:70.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-10-02 03:01:09 || 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.