Nina Mühlebach
Biographic Data
| ID | 9613529 |
|---|---|
| NAME | Nina Mühlebach |
| GIVEN NAMES | Nina |
| FAMILY NAME | Mühlebach |
| SIGNATURE | MÜHLEBACH N |
| AFFILIATIONS | ETH Zurich |
| ORCID | 0000-0001-7995-8948 |
| VERIFIED | Yes |
| TOTAL WORKS | 1 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 1 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2023 |
| LATEST PUBLICATION YEAR | 2023 |
| H-INDEX | 0 |
Global and local components of output gaps
This paper proposes a multi-level dynamic factor model to identify common components in output gap estimates. We pool multiple estimates for 157 countries and decompose them into one global, eight regional, and 157 country-specific cycles. Our approach easily deals with mixed frequencies, ragged edges, and discontinuities in the underlying output gap estimates. To restrict the parameter space in the Bayesian state space model, we apply a stochast…
No prominent works on this page.
Global and local components of output gaps
This paper proposes a multi-level dynamic factor model to identify common components in output gap estimates. We pool multiple estimates for 157 countries and decompose them into one global, eight regional, and 157 country-specific cycles. Our approach easily deals with mixed frequencies, ragged edges, and discontinuities in the underlying output gap estimates. To restrict the parameter space in the Bayesian state space model, we apply a stochast…
Algorithm (1 work) · Bayesian probability (1 work) · Classification of discontinuities (1 work) · Computer Science (1 work) · Econometrics (1 work) · Economic Growth and Productivity (1 work) · Economic Policies and Impacts (1 work) · Economics (1 work) · Macroeconomics (1 work) · Mathematics (1 work)