Business cycle uncertainty in real-time - Produits Statistical working papers
![Business cycle uncertainty in real-time Business cycle uncertainty in real-time](/eurostat/documents/3888793/5829341/KS-AN-03-062-FR-COV.JPG.jpg/ac5aa8cf-057e-4547-a238-d335c1262d0a?t=1414779054000)
In simulated out-of-sample experiments to the Eurozone this paper finds that not only are real-time point estimates of the output gap unreliable, but so are measures of uncertainty associated with them. This provides a serious challenge to users of output gap estimates.
Informations supplémentaires
Code produit : KS-AN-03-062
ISBN 92-894-6855-6
ISSN 1725-4825
ISBN 92-894-6855-6
ISSN 1725-4825
Thème : Statistiques générales et régionales
Collection : Documents de travail statistiques