64 citations · 64 across the 2 of their papers we have counts for
2 papers
econ.EM2022
Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices
Thomas Hasenzagl, Filippo Pellegrino, Lucrezia Reichlin +1
We propose two specifications of a real-time mixed-frequency semi-structural time series model for evaluating the output potential, output gap, Phillips curve, and Okun's law for t…
econ.EM2020★ 64 cited
A Model of the Fed's View on Inflation
Thomas Hasenzagl, Filippo Pellegrino, Lucrezia Reichlin +1
We develop a medium-size semi-structural time series model of inflation dynamics that is consistent with the view - often expressed by central banks - that three components are imp…