MEASURING OF THE ACTUAL GROSS DOMESTIC PRODUCT GAP BY A STATE -SPACE MODEL

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KAVAND H.; BAGHERI F.

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Journal: KNOWLEDGE AND DEVELOPMENT Year:2008 | Volume:- | Issue:21 Page(s): 121-137

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Title

MEASURING OF THE ACTUAL GROSS DOMESTIC PRODUCT GAP BY A STATE -SPACE MODEL

Author(s)

KAVAND H. | BAGHERI F. | Issue Writer Certificate

Keywords

STATE- SPACE MODELQ3

KALMAN FILTERQ3

PRODUCTION GAPQ3

POTENTIAL PRODUCTIONQ3

Abstract

Potential Production and It's deviation from actual production is one of important and interesting discussion in macroeconomics. Being aware of the size of POTENTIAL PRODUCTION and the gaps of actual gross domestic product (GDP) is much important in Orienting monetary and fiscal policies and controlling inflation and unemployment rate.This paper has calculated the gap of actual GDP of Iran for the period of 1338-1383 through two methods. In first method a STATE- SPACE MODEL and KALMAN FILTER approach and in second method Hodrik Prescott model has been used. The results show that the estimates of state - space model for actual GDP gap is more compatible with recession and prosperity of Iraninan Economy and it can account for better the growths during 1338- 1353.More over, the state- space GDP gap has lower range of fluctuations than GDP gap of HP method. The reason is the power of STATE- SPACE MODEL for explaining the process of random walk with drift that exist in GDP of Iran. Finally in both methods of range of fluctuations have reduced in recent years and this can be found as a measure for increase in economic stability of the country.

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APA: Copy

KAVAND, H., & BAGHERI, F.. (2008). MEASURING OF THE ACTUAL GROSS DOMESTIC PRODUCT GAP BY A STATE -SPACE MODEL. KNOWLEDGE AND DEVELOPMENT, -(21), 121-137. SID. https://sid.ir/paper/408549/en

Vancouver: Copy

KAVAND H., BAGHERI F.. MEASURING OF THE ACTUAL GROSS DOMESTIC PRODUCT GAP BY A STATE -SPACE MODEL. KNOWLEDGE AND DEVELOPMENT[Internet]. 2008;-(21):121-137. Available from: https://sid.ir/paper/408549/en

IEEE: Copy

H. KAVAND, and F. BAGHERI, “MEASURING OF THE ACTUAL GROSS DOMESTIC PRODUCT GAP BY A STATE -SPACE MODEL,” KNOWLEDGE AND DEVELOPMENT, vol. -, no. 21, pp. 121–137, 2008, [Online]. Available: https://sid.ir/paper/408549/en

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