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Record W2518615883

Estimating Potential Output in the Republic of Croatia Using a Multivariate Filter

2012· preprint· en· W2518615883 on OpenAlexaboutno aff
Nikola Bokan, Rafael Ravnik

Bibliographic record

VenueRePEc: Research Papers in Economics · 2012
Typepreprint
Languageen
FieldEconomics, Econometrics and Finance
TopicMonetary Policy and Economic Impact
Canadian institutionsnot available
Fundersnot available
KeywordsPotential outputOutput gapQuarter (Canadian coin)UnivariateInflation (cosmology)Hodrick–Prescott filterKalman filterEconometricsCore inflationSeasonal adjustmentEconomicsMultivariate statisticsEstimationUnemploymentStatisticsCore (optical fiber)MathematicsInterest rateMacroeconomicsMonetary policyEngineeringInflation targetingGeographyBusiness cycle
DOInot available

Abstract

fetched live from OpenAlex

This paper estimates potential output in the Republic of Croatia for the period between the first quarter of 2000 and the fourth quarter of 2010, using a combination of a multivariate Kalman filter and the regularised maximum likelihood method. For the estimation of potential output a dynamic macroeconomic model was developed, similar to that used in Benes et al. (2010), in which core inflation is the key determinant of potential output and the output gap. This is why potential output, as defined herein, can be construed as the level of output that can be sustained in the long run without creating either upward or downward pressures on core inflation. Apart from the aforementioned core inflation, the model includes some other relevant economic series, such as the unemployment rate, retail trade, industrial production index and current account deficit, which, if ignored, as in the case of univariate filters, can result in a potential output estimation bias. The estimation results show that output was below its potential level until the second quarter of 2002, after which it remained above the potential level for almost seven years. In the second quarter of 2009, however, output sank below its potential level, where it remained until the end of the reference period. During the last observed period, both actual and potential output levels declined.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.002
metaresearch head score (Gemma)0.003
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: Simulation or modeling
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.050
Threshold uncertainty score0.099

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0020.003
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0020.002
Science and technology studies0.0000.000
Scholarly communication0.0010.001
Open science0.0000.001
Research integrity0.0010.001
Insufficient payload (model declined to judge)0.0020.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.161
GPT teacher head0.330
Teacher spread0.169 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designSimulation or modeling
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations3
Published2012
Admission routes1
Has abstractyes

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