Browsing by author "Sun, Yiqiao"
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Estimating the euro area output gap using multivariate information and addressing the COVID-19 pandemic
Morley, James; Rodriguez-Palenzuela, Diego; Sun, Yiqiao; Wong, BenjaminPublished 2023We estimate the euro area output gap by applying the Beveridge–Nelson decomposition based on a large Bayesian vector autoregression. Our approach incorporates multivariate information through the inclusion of a wide range ...Article
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