Output Gap and Neutral Interest Measures for Colombia

Borradores de Economia
Número: 
726
Publicado: 
Clasificación JEL: 
E23, E32, E43
Palabras clave: 
Output gap, New-keynesian model, Neutral interest rate

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In this paper two new measures of the Colombian output gap and the real neutral interest rate are proposed. Instead of relying only on statistical filters, the proposed measures use semi-structural New-Keynesian models, adapted for a small open economy. T