Do National Account Statistics Underestimate US Real Output Growth?

Posted: 6 Jun 2018

See all articles by Matteo Barigozzi

Matteo Barigozzi

London School of Economics & Political Science (LSE) - London School of Economics

Matteo Luciani

Board of Governors of the Federal Reserve System

Date Written: January 09, 2018

Abstract

In this note, we introduce a new estimate of GDO obtained from a Non-Stationary Dynamic Factor model estimated on a large dataset of US macroeconomic indicators.

Suggested Citation

Barigozzi, Matteo and Luciani, Matteo, Do National Account Statistics Underestimate US Real Output Growth? (January 09, 2018). FEDS Notes No. 2018-01-09-1 https://doi.org/10.17016/2380-7172.2116 , Available at SSRN: https://ssrn.com/abstract=3703939

Matteo Barigozzi

London School of Economics & Political Science (LSE) - London School of Economics

United Kingdom

Matteo Luciani (Contact Author)

Board of Governors of the Federal Reserve System ( email )

20th Street and Constitution Avenue NW
Washington, DC 20551
United States

Do you have a job opening that you would like to promote on SSRN?

Paper statistics

Abstract Views
62
PlumX Metrics