The 36 references in paper Andrew Rennison (2003) “Comparing Alternative Output-Gap Estimators: A Monte Carlo Approach” / RePEc:bca:bocawp:03-8

1
Beveridge, S. and C.R. Nelson. 1981. “A New Approach to Decomposition of Economic Time Series into Permanent and Transitory Components with Particular Attention to Measurement of the ‘Business Cycle’.”Journal of Monetary Economics 7: 151–74.
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2
Blanchard, O.J. and D. Quah. 1989. “The Dynamic Effects of Aggregate Demand and Supply Disturbances.”American Economic Review 79(4): 655–73.
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3
Butler, L. 1996.A Semi-Structural Method to Estimate Potential Output: Combining Economic Theory with a Time-Series Filter. Technical Report No. 77. Ottawa: Bank of Canada.
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4
Canova, F. 1994. “Detrending and Turning Points.”European Economic Review 38: 614–23. ———. 1998. “Detrending and Business Cycle Facts.”Journal of Monetary Economics 41: 475– 512.
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5
Cayen, J-P. and S. van Norden. 2002. “La fiabilité des estimations de l’écart de production au Canada.” Bank of Canada Working Paper No. 2002-10.
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6
Clark, P.K. 1987. “The Cyclical Component of U.S. Economic Activity.”Quarterly Journal of Economics 102(4): 797–814.
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7
Conway, P. and B. Hunt. 1997. “Estimating Potential Output: A Semi-Structural Approach.”
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8
Reserve Bank of New Zealand Discussion Paper No. G97/9.
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9
Cooley, T.F. and M. Dwyer. 1998. “Business Cycle Analysis Without Much Theory: A Look at
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10
Structural VARs.”Journal of Econometrics83: 57–88. de Brouer, G. 1998. “Estimating Output Gaps.” Reserve Bank of Australia Research Discussion
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11
Paper No. 9809.
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12
Diebold, F.X. and R.S. Mariano. 1995. “Comparing Predictive Accuracy.”Journal of Business and Economic Statistics 13(3): 253–63.
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13
Ehlgen, J. 1998. “Distortionary Effects of the Optimal Hodrick-Prescott Filter.”Economics Letters 61: 345–49.
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14
Gerlach, S. and F. Smets. 1997. “Output Gaps and Inflation: Unobservable Components Estimates for the G-7 Countries.” Bank for International Settlements. Basel. Photocopy.
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15
Guay, A. and P. St-Amant. 1996.Do Mechanical Filters Provide a Good Approximation of Business Cycles? Technical Report No. 78. Ottawa: Bank of Canada.
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16
Harvey, A.C. and A. Jaeger. 1993. “Detrending and Stylized Facts, and the Business Cycle.”Journal of Applied Econometrics 8: 231–47.
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17
Hodrick, R.J. and E.C. Prescott. 1997. “Postwar U.S. Business Cycles.”Journal of Money, Credit and Banking 29: 1–16.
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18
Kichian, M. 1999. “Measuring Potential Output Within a State-Space Framework.” Bank of Canada Working Paper No. 99-9.
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19
King, R.G. and S.T. Rebello. 1993. “Low-Frequency Filtering and Real Business Cycles.”Journal of Economic Dynamics and Control 17: 207–31.
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20
Kuttner, K.N. 1994. “Estimating Potential Output as a Latent Variable.”Journal of Business and
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21
Economic Statistics 12: 361–68.
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22
Laxton, D. and R. Tetlow. 1992.A Simple Multivariate Filter for the Measurement of Potential Output. Technical Report No. 59. Ottawa: Bank of Canada.
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23
Lutkepohl, H. and D.S. Poskitt. 1996. “Testing for Causation Using Infinite Order Vector Autoregressive Processes.”Econometric Theory 7: 61–87.
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24
Mise, E., T.-H. Kim, and P. Newbold. 2002. “The Hodrick-Prescott Filter at Time Series EndPoints.” Manuscript.
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25
Murchison, S. 2001. “NAOMI: A New Quarterly Forecasting Model Part II: A Guide to Canadian
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26
NAOMI.” Department of Finance Working Paper No. 2001-25.
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27
Orphanides, A. and S. van Norden. 1999. “The Reliability of Output Gap Estimates in Real Time.” Board of Governors of the Federal Reserve System Finance and Economics Discussion Series No. 1999-38. ———. 2001. “The Reliability of Inflation Forecasts Based on Output Gaps in Real Time.”Computing in Economics and Finance No. 247.
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28
St-Amant, P. and S. van Norden. 1997.Measurement of the Output Gap: A Discussion of Recent Research at the Bank of Canada. Technical Report No. 79. Ottawa: Bank of Canada.
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29
Watson, M.W. 1986. “Univariate Detrending Methods with Stochastic Trends.”Journal of Monetary Economics 18: 49–75.
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30
Wecker, W. 1979. “Predicting the Turning Points of a Time Series.”Journal of Business 52: 35– 50.
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31
Whittle, P. 1983.Prediction and Regulation by Linear Least-Square Methods. Minneapolis, MN: University of Minnesota Press. Bank of Canada Working Papers Documents de travail de la Banque du Canada Working papers are generally published in the language of the author, with an abstract in both official
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32
Curve Using Exact MethodsL. Khalaf and M. Kichian 2003-6Valuation of Canadian- vs. U.S.-Listed Equity:
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33
Is There a Discount?M.R. King and D. Segal 2003-5Shift Contagion in Asset MarketsT. Gravelle, M. Kichian, and J. Morley 2003-4Are Distorted Beliefs Too Good to be True?M. Misina 2003-3Modélisation et prévision du taux de change réel effectif américainR. Lalonde and P. Sabourin 2003-2Managing Operational Risk in Payment, Clearing, and
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34
Settlement SystemsK. McPhail 2003-1Banking Crises and Contagion: Empirical EvidenceE. Santor 2002 2002-42Salaire réel, chocs technologiques et fluctuations économiquesD. Trembl
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35
Among Inflation, Inflation Uncertainty, Relative Price Dispersion, and Output GrowthF. Vitek 2002-38Oil-Price Shocks and Retail Energy Prices in CanadaM. Chacra 2002-37Alte
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36
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