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@inproceedings{25528,
author = {Čapek, Jan},
address = {Ostrava},
booktitle = {Mathematical Methods in Economics 2007},
keywords = {Data uncertainty;output gap;CNB;estimate;confidence bands},
howpublished = {tištěná verze "print"},
language = {eng},
location = {Ostrava},
isbn = {978-80-248-1457-5},
pages = {175-181},
publisher = {Faculty of Economics, VŠB-Technical University of Ostrava},
title = {Uncertainty of Czech macroeconomic data: advanced analysis: output gap},
year = {2007}
}
TY - JOUR
ID - 25528
AU - Čapek, Jan
PY - 2007
TI - Uncertainty of Czech macroeconomic data: advanced analysis: output gap
PB - Faculty of Economics, VŠB-Technical University of Ostrava
CY - Ostrava
SN - 9788024814575
KW - Data uncertainty;output gap;CNB;estimate;confidence bands
N2 - The article analyses output gap values that are published by the Czech National Bank. It shows that output gap estimates are uncertain and substantial revisions occur very often. The revisions are often so radical, that it is not sure, whether the economy is above or below its potential. The contribution also constructs confidence bands for "true" values of output gap. Ascertained data uncertainty is very strong and the quality of output gap estimates is low.
ER -
ČAPEK, Jan. Uncertainty of Czech macroeconomic data: advanced analysis: output gap. In \textit{Mathematical Methods in Economics 2007}. Ostrava: Faculty of Economics, VŠB-Technical University of Ostrava, 2007, s.~175-181. ISBN~978-80-248-1457-5.
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