James Morley discusses a way to directly nowcast the output gap using the Beveridge–Nelson decomposition based on a mixed-frequency Bayesian VAR.
Image courtesy of interviewee. February 23, 2022
James Morley discusses a way to directly nowcast the output gap using the Beveridge–Nelson decomposition based on a mixed-frequency Bayesian VAR.
Image courtesy of interviewee. February 23, 2022