Lisa Kerdeljué

Banque de France

Paris

France

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Scholarly Papers (1)

1.

Semi-Structural VAR and Unobserved Components Models to Estimate Finance-Neutral Output Gap

Banque de France Working Paper No. 791
Number of pages: 54 Posted: 25 Jan 2021 Last Revised: 27 Jan 2021
Gabor Katay, Matthieu Lequien and Lisa Kerdeljué
Banque de France, Banque de France and Banque de France
Downloads 63 (671,847)

Abstract:

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Unobserved Components model, semi-structural VAR, output gap, financial cycle, sustainable growth, credit, house prices, advanced economies