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Predictive financial models of the euro area: A new evaluation test

✍ Scribed by Ekaterini Panopoulou

Book ID: 113647922
Publisher: Elsevier Science
Year: 2007
Tongue: English
Weight: 178 KB
Volume: 23
Category: Article
ISSN: 0169-2070
DOI: 10.1016/j.ijforecast.2007.04.001

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## Abstract We develop a new version of the production function (PF) approach for estimating the output gap of the euro area. Assuming a CES (constant elasticity of substitution) technology, our model does not call for any (often imprecise) measure of the capital stock and improves the estimation o