Nowcasting the output gap



Benjamin Wong, Monash University


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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.

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