Nowcasting the output gap

Seminar

Speaker

Benjamin Wong, Monash University

Venue

Other, please see description for details

Date

Thursday, 11 June, 2020 - 17:00 to 18:00

In this seminar Benjamin Wong will propose a way to directly nowcast the output gap using the Beveridge-Nelson decomposition based on a mixed-frequency Bayesian VAR. The mixed-frequency approach produces very similar estimates of the U.S. output gap to those based on a quarterly model, but it is able to provide timely updates to estimates within a quarter as higher-frequency data become available.

Find flyers, registration, and complete event details at https://crawford.anu.edu.au/news-events/events/16775/nowcasting-output-gap

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