The 19 linked references in paper Andrew Rennison (2003) “Comparing Alternative Output-Gap Estimators: A Monte Carlo Approach” / RePEc:bca:bocawp:03-8

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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.
  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.
  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.
  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.
  6. Clark, P.K. 1987. “The Cyclical Component of U.S. Economic Activity.”Quarterly Journal of Economics 102(4): 797–814.
  7. Conway, P. and B. Hunt. 1997. “Estimating Potential Output: A Semi-Structural Approach.”
  8. Cooley, T.F. and M. Dwyer. 1998. “Business Cycle Analysis Without Much Theory: A Look at
  9. Diebold, F.X. and R.S. Mariano. 1995. “Comparing Predictive Accuracy.”Journal of Business and Economic Statistics 13(3): 253–63.
  10. Ehlgen, J. 1998. “Distortionary Effects of the Optimal Hodrick-Prescott Filter.”Economics Letters 61: 345–49.
  11. Harvey, A.C. and A. Jaeger. 1993. “Detrending and Stylized Facts, and the Business Cycle.”Journal of Applied Econometrics 8: 231–47.
  12. Hodrick, R.J. and E.C. Prescott. 1997. “Postwar U.S. Business Cycles.”Journal of Money, Credit and Banking 29: 1–16.
  13. Kichian, M. 1999. “Measuring Potential Output Within a State-Space Framework.” Bank of Canada Working Paper No. 99-9.
  14. King, R.G. and S.T. Rebello. 1993. “Low-Frequency Filtering and Real Business Cycles.”Journal of Economic Dynamics and Control 17: 207–31.
  15. Kuttner, K.N. 1994. “Estimating Potential Output as a Latent Variable.”Journal of Business and
  16. 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.
  17. 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.
  18. Watson, M.W. 1986. “Univariate Detrending Methods with Stochastic Trends.”Journal of Monetary Economics 18: 49–75.
  19. Wecker, W. 1979. “Predicting the Turning Points of a Time Series.”Journal of Business 52: 35– 50.