A multivariate filter for measuring potential output and the NAIRU : application to the Czech Republic /

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Bibliographic Details
Author / Creator:Beneš, Jaromír, 1973- author.
Imprint:[Washington, D.C.] : International Monetary Fund, ©2004.
Description:1 online resource (30 pages).
Language:English
Series:IMF working paper, 2227-8885 ; WP/04/45
IMF working paper ; WP/04/45.
Subject:
Format: E-Resource Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/12497838
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Varying Form of Title:A multivariate filter for measuring potential output and the non accelerating inflation rate of unemployment
Other authors / contributors:Ndiaye, Papa, author.
International Monetary Fund. Asia and Pacific Department, issuing body.
ISBN:1451893671
9781451893670
1281263753
9781281263759
9781451846508
1451846509
ISSN:2227-8885
Notes:Includes bibliographical references.
Restrictions unspecified
Electronic reproduction. [S.l.] : HathiTrust Digital Library, 2010.
Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002. http://purl.oclc.org/DLF/benchrepro0212
digitized 2010 HathiTrust Digital Library committed to preserve
Print version record.
Summary:Annotation This paper presents a multivariate (MV) methodology for obtaining measures of excess demand that can facilitate discussion of monetary policy issues and improve policy decisions. Using data for the Czech Republic, a growing economy undergoing major structural change, it shows how the use of more information to condition the paths of potential output and the non accelerating inflation rate of unemployment (NAIRU) improves on univariate methods as the Hodrick-Prescott (HP) filter.
Other form:Print version: Benes, Jaromir. Multivariate filter for measuring potential output and the NAIRU. [Washington, D.C.] : International Monetary Fund, ©2004
Standard no.:10.5089/9781451893670.001