Research Catalog

Implications of Output Gap Uncertainty in Times of Crisis

Title
Implications of Output Gap Uncertainty in Times of Crisis [electronic resource] / Romain Bouis, Boris Cournède and Ane Christensen
Author
Bouis, Romain.
Publication
Paris : OECD Publishing, 2012.

Available Online

Full text online available onsite at NYPL

Details

Additional Authors
  • Cournède, Boris.
  • Christensen, Ane.
Description
85 p.; 21 x 29.7cm.
Summary
This paper analyses the monetary and fiscal policy implications of output gap estimates in times of crisis. The widening of output gaps observed in major OECD economies in the wake of the recent crisis has been mainly due to total factor productivity gaps, except in the United States where it essentially resulted from a large increase in the unemployment gap. As indicated by "positive" Taylor rules, output gaps influence policy-controlled interest rates and are in principle important indicators to guide monetary policy decisions. However, these gaps are estimated with a large margin of uncertainty, especially when composed mainly of TFP gaps. Given the high uncertainty of output gap estimates at present, monetary policy should put more weight on alternative indicators of inflation pressure such as wage settlements, trends in unit labour costs and a wide range of indicators of inflation expectations. The recent fall in margins observed in some countries may, for instance, translate into a combination of wage moderation and upward price pressure as firms try to rebuild their margins. In the United States, the large unemployment gap could also keep wage inflation under pressure despite a flattening Phillips curve. These downward pressures should not, however, trigger a deflationary spiral as long as inflation expectations stay anchored. As regards fiscal policy, output gaps remain necessary inputs to assess the fiscal stance adjusted for the cycle, such measures of underlying fiscal balances being reasonably robust to output gap uncertainty.
Series Statement
OECD Economics Department Working Papers, 1815-1973 ; no.977
Uniform Title
OECD Economics Department Working Papers, no.977.
Subject
Economics
LCCN
10.1787/5k95xd7m3szw-en
OCLC
oecd-lib-003059
Author
Bouis, Romain.
Title
Implications of Output Gap Uncertainty in Times of Crisis [electronic resource] / Romain Bouis, Boris Cournède and Ane Christensen
Imprint
Paris : OECD Publishing, 2012.
Series
OECD Economics Department Working Papers, 1815-1973 ; no.977
OECD Economics Department Working Papers, 1815-1973 ; no.977.
Connect to:
http://dx.doi.org/10.1787/5k95xd7m3szw-en
Indexed Term
Economics
Added Author
Cournède, Boris.
Christensen, Ane.
Other Standard Identifier
10.1787/5k95xd7m3szw-en doi
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