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  • Article title
  • Abstract
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  • 1. Introduction
  • 2. Brief overview of BRICS economic structures
  • 3. Methods to estimate output gaps
    • 3.1. Hodrick–Prescott filter (HPF)
    • 3.2. Band-pass filter (BPF)
    • 3.3. Multivariate Hodrick–Prescott filter (MVHPF)
    • 3.4. Structural vector autoregressive method (SVAR)
  • 4. The role of the output gap in inflation forecasting
    • 4.1. Out-of-sample inflation forecasts
    • 4.2. Forecast evaluation
  • 5. Data and results
    • 5.1. Data
    • 5.2. Comparison of the estimated output gaps from different methods
    • 5.3. Full sample Phillips-curve estimation
    • 5.4. Inflation forecasts
    • 5.5. Discussion
    • 5.6. Forecast unbiasedness
    • 5.7. Robustness
  • 6. Conclusion
  • Acknowledgments
  • References
  • Appendix A. Value added by sector
  • Appendix B. GDP and its components
  • Appendix C. Forecast unbiasedness
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