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Abstract

Replication file for Ozbek and Ozlale(2005), "Employing the extended Kalman filter in measuring the output gap," Journal of Economic Dynamics and Control, vol. 29, no. 9, pages 1611-1622. Demonstrates extended Kalman filter.

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File URL: http://www.sciencedirect.com/science/article/B6V85-4DTKRFS-1/2/f3bd74461c1241b9d9137416340313a1
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Article provided by Elsevier in its journal Journal of Economic Dynamics and Control.

Volume (Year): 29 (2005)
Issue (Month): 9 (September)
Pages: 1611-1622

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Handle: RePEc:eee:dyncon:v:29:y:2005:i:9:p:1611-1622

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1. Kuttner, Kenneth N, 1994. "Estimating Potential Output as a Latent Variable," Journal of Business & Economic Statistics, American Statistical Association, vol. 12(3), pages 361-68, July.
2. Harvey, A C & Jaeger, A, 1993. "Detrending, Stylized Facts and the Business Cycle," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 8(3), pages 231-47, July-Sept.
3. Mark Aguiar & Gita Gopinath, 2004. "Emerging Market Business Cycles: The Cycle is the Trend," NBER Working Papers 10734, National Bureau of Economic Research, Inc.
   
   • Mark Aguiar & Gita Gopinath, 2007. "Emerging Market Business Cycles: The Cycle Is the Trend," Journal of Political Economy, University of Chicago Press, vol. 115, pages 69-102.
   • Mark Aguiar & Gita Gopinath, 2004. "Emerging market business cycles: the cycle is the trend," Working Papers 04-4, Federal Reserve Bank of Boston.
4. Robert J. Gordon, 1997. "The Time-Varying NAIRU and Its Implications for Economic Policy," Journal of Economic Perspectives, American Economic Association, vol. 11(1), pages 11-32, Winter.
   
   • Gordon, Robert J, 1996. "The Time-varying NAIRU and its Implications for Economic Policy," CEPR Discussion Papers 1492, C.E.P.R. Discussion Papers.
   • Robert J. Gordon, 1997. "The Time-Varying NAIRU and its Implications for Economic Policy," NBER Working Papers 5735, National Bureau of Economic Research, Inc.
5. Gerlach, Stefan & Smets, Frank, 1999. "Output gaps and monetary policy in the EMU area1," European Economic Review, Elsevier, vol. 43(4-6), pages 801-812, April.
6. Timothy Cogley, 1997. "Evaluating non-structural measures of the business cycle," Economic Review, Federal Reserve Bank of San Francisco, pages 3-21.
7. Metin, Kivilcim, 1995. "An Integrated Analysis of Turkish Inflation," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 57(4), pages 513-31, November.
8. Philippe BACCHETTA & Stefan GERLACH, 1997. "Consumption and Credit Constraints : International Evidence," Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP) 9707, Université de Lausanne, Faculté des HEC, DEEP.
   
   • Bacchetta, Philippe & Gerlach, Stefan, 1997. "Consumption and credit constraints: International evidence," Journal of Monetary Economics, Elsevier, vol. 40(2), pages 207-238, October.
   • Bacchetta, Philippe & Gerlach, Stefan, 1997. "Consumption and Credit Constraints: International evidence," CEPR Discussion Papers 1727, C.E.P.R. Discussion Papers.
9. Grillenzoni, Carlo, 1993. "ARIMA Processes with ARIMA Parameters," Journal of Business & Economic Statistics, American Statistical Association, vol. 11(2), pages 235-50, April.
10. Metin, Kivilcim, 1998. "The Relationship between Inflation and the Budget Deficit in Turkey," Journal of Business & Economic Statistics, American Statistical Association, vol. 16(4), pages 412-22, October.
11. Richard Clarida & Jordi Gali & Mark Gertler, 1998. "Monetary policy rules in practice," Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
12. A. Erinc Yeldan, 1993. "Conflicting Interests and Structural Inflation: Turkey, 1980-1990," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 32(3), pages 303-327.

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Cited by:

1. Evren Erdogan Cosar & Sevim Kosem & Cagri Sarikaya, 2012. "Alternatif Cikti Acigi Gostergeleri," CBT Research Notes in Economics 1222, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
2. Eduardo Loría & Manuel G. Ramos., 2007. "La ley de Okun: una relectura para México, 1970-2004," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 22(1), pages 19-55.
3. Karan Singh, B & Kanakaraj, A & Sridevi, T.O, 2010. "Revisiting the empirical existence of the Phillips Curve for India," MPRA Paper 31793, University Library of Munich, Germany.
   
   • Singh, B. Karan & Kanakaraj, A. & Sridevi, T.O., 2011. "Revisiting the empirical existence of the Phillips curve for India," Journal of Asian Economics, Elsevier, vol. 22(3), pages 247-258, June.
4. Pasricha, Gurnain Kaur, 2006. "Kalman Filter and its Economic Applications," MPRA Paper 22734, University Library of Munich, Germany.
5. Wojciech Maliszewski, 2010. "Vietnam: Bayesian Estimation of Output Gap," IMF Working Papers 10/149, International Monetary Fund.

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