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Alichi, A., O. Bizimana, S. Domit, E. Fernandez Corugedo, D. Laxton, K. Tanyeri, H. Wang, F. Zhang, 2015, "Multivariate Filter Estimation of Potential Output for the Euro Area and the United States" IMF Working Paper No. 15/253.
- Matlab and Iris code for "A Simple Multivariate Filter for Estimating Potential Output". Click to download and unzip the file. Follow the instructions in the UserGuide file.
- Click here to download Iris Toolbox version 20130523
Benes, J., K. Clinton, R. Garcia-Saltos, M. Johnson, D. Laxton, P. Manchev and T. Matheson, 2010, "Estimating Potential Output with a Multivariate Filter" IMF Working Paper No. 10/285.
- Documentation and MATLAB code for "Estimating Potential Output with a Multivariate Filter". Click to download and unzip the file. Follow the instructions in README.PDF to reproduce the paper results.
Miscellaneous
Technical Appendix for "Measures of Potential Output from an Estimated DSGE Model of the United States". Click to download.
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