The 25 linked references in paper Maral Kichian (1999) “Measuring Potential Output within a State-Space Framework” / RePEc:bca:bocawp:99-9

  1. Canada Conference Proceedings Volume.
  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. Structural Method to Estimate Potential Output: Combining Economic Theory with a
  4. Time-Series Filter. Technical Report. Ottawa:Bank of Canada.
  5. Cooley, T.F. and M. Dwyer. 1998. “Business Cycle Analysis Without Much Theory. A Look at
  6. Duguay, P. 1994. “Empirical Evidence on the Strength of the Monetary Transmission Mechanism in Canada.”Journal of Monetary Economics 33(1).
  7. Dupasquier C. and N. Ricketts. 1998. “Non-linearities in the Output-Inflation Relationship.”
  8. Dupasquier C. and N. Ricketts. 1998. “Non-linearities in the Output-Inflation Relationship: Some
  9. Dupasquier C., A. Guay, and P. St-Amant. 1999. “A Survey of Alternative Methodologies for
  10. Estimating Potential Output and the Output Gap.” forthcomingJournal of Macroeconomics.
  11. Engle, R. 1983. “Estimates of the Variance of U.S. Inflation Based upon the ARCH Model.” Journal of Money, Credit and Banking15(3):286-301.
  12. Fillion, J.F. and A. Léonard. 1997. “La courbe de Phillips au Canada: un examen de quelques hypothèses.” Working Paper 97-3. Bank of Canada, Ottawa.
  13. Guay, A. and P. St-Amant. 1996. Do Mechanical Filters Provide a Good Approximation of
  14. Harvey, A.C. and A. Jeager. 1993. “Detrending, Stylized Facts and the Business Cycle.”Journal of Applied Econometrics 8(3):231-47.
  15. Harvey, A.C., Ruiz, E., and E. Sentana. 1992. “Unobserved Component time Series Models with
  16. ARCH Disturbances.”Journal of Econometrics, 52:129-57.
  17. Hamilton, J. 1986. “A Standard Error for the Estimated State Vector of a State-Space Model”. ournal of Econometrics 33:387-97.
  18. Hodrick, R.J. and E.C. Prescott. 1997. “Postwar U.S. Business Cycles: An Empirical Investigation.”Journal of Money, Credit, and Banking 29(1):1-16.
  19. King, R.G. and S. Rebelo. 1993. “Low Frequency Filtering and Real Business Cycles.”Journal of
  20. Kuttner, K.N. 1994. “Estimating Potential Output as a Latent Variable.”Journal of Business and Economic statistics 12(3):361-68.
  21. Perron, P. 1989. “The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis.” Econometrica 57(6):1361-401.
  22. Phillips, P.C.B. 1989. “Partially Identified Econometric Models.”Econometric Theory, 5:181-240.
  23. Ricketts, N. and D. Rose. 1995. “Inflation, Learning and Monetary Policy Regimes in the G-7 Economies.” Working Paper 95-6. Bank of Canada, Ottawa.
  24. 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.
  25. Watson, M.W. 1986. “Univariate Detrending Methods with Stochastic Trends.”Journal of