Employing the extended Kalman filter in measuring the output gap
AbstractReplication 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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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Economic Dynamics and Control.
Volume (Year): 29 (2005)
Issue (Month): 9 (September)
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Web page: http://www.elsevier.com/locate/jedc
Other versions of this item:
- Tom Doan, . "RATS programs to replicate Ozbek and Ozlale state space model with time-varying coefficients," Statistical Software Components RTZ00128, Boston College Department of Economics.
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