| 来源类型 | Working Paper |
| 规范类型 | 报告 |
| DOI | 10.3386/w2253 |
| 来源ID | Working Paper 2253 |
| Implicit Estimates of Natural, Trend, and Cyclical Components of Real GNP | |
| Charles R. Nelson | |
| 发表日期 | 1987-05-01 |
| 出版年 | 1987 |
| 语种 | 英语 |
| 摘要 | Estimates of the natural or full employment level of real GNP have usually been obtained by statistical detrending procedures which assume independence between trend and cycle. This paper presents an alternative approach which says that the natural level should be measured in the context of a macro model. If the quantity equation holds with money exogenous and if the price level is sticky, then observed real GNB will reflect both nominal shocks, which are observed, and real shocks, which are unobserved shifts in the natural level. The path of the natural level is then implicit in the data given the model. Calculated paths of the natural level of U.S. real GNP and the resulting business cycle are presented. |
| 主题 | Macroeconomics |
| URL | https://www.nber.org/papers/w2253 |
| 来源智库 | National Bureau of Economic Research (United States) |
| 引用统计 | |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/559508 |
| 推荐引用方式 GB/T 7714 | Charles R. Nelson. Implicit Estimates of Natural, Trend, and Cyclical Components of Real GNP. 1987. |
| 条目包含的文件 | ||||||
| 文件名称/大小 | 资源类型 | 版本类型 | 开放类型 | 使用许可 | ||
| w2253.pdf（227KB） | 智库出版物 | 限制开放 | CC BY-NC-SA | 浏览 | ||
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