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Thesis

Measuring Excess Demand and its Impact on Inflation.

Abstract:

Excess demand pressures play a fundamental role in macroeconomic policy and analysis. The output gap, as a proxy for excess demand, is widely used but is notoriously difficult to measure due to it being a latent variable. This thesis discusses the most prominent measures of the output gap, analysing their advantages and drawbacks. The use of arti…cially generated data enables explicit evaluation of the performance of univariate 'gap' measures, exposing the degree of disparity between measures...

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Publisher:
University of Oxford;Nuffield College
Publication date:
2003
Language:
English
UUID:
uuid:cb7d7be4-0f87-425a-8146-68aaea39fe02
Local pid:
oai:economics.ouls.ox.ac.uk:14911
Deposit date:
2011-08-16

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