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Applications of the Kalman Filter in Short-Run Monetary Control

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Author Info
LeRoy, Stephen F
Waud, Roger N
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Article provided by Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association in its journal International Economic Review.

Volume (Year): 18 (1977)
Issue (Month): 1 (February)
Pages: 195-207
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Handle: RePEc:ier:iecrev:v:18:y:1977:i:1:p:195-207

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  1. Pierpaolo Benigno & Michael Woodford, 2008. "Linear-Quadratic Approximation of Optimal Policy Problems," Discussion Papers 0809-01, Columbia University, Department of Economics. [Downloadable!]
    Other versions:
  2. Lars E.O. Svensson & Michael Wooford, 2000. "Indicator variables for optimal policy," Working Paper Series 12, European Central Bank. [Downloadable!]
    Other versions:
  3. Svensson, Lars E. O., 1999. "Price Stability as a Target for Monetary Policy: Defining and Maintaining Price Stability," Working Paper Series 91, Sveriges Riksbank (Central Bank of Sweden). [Downloadable!]
    Other versions:
  4. Alvaro Montenegro, 2005. "Introducción al filtro Kalman," DOCUMENTOS DE ECONOMÍA 002920, UNIVERSIDAD JAVERIANA - BOGOTÁ. [Downloadable!]
  5. Benjamin M. Friedman, 1991. "Targets and Instruments of Monetary Policy," NBER Working Papers 2668, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  6. Robert B. Litterman, 1984. "The costs of intermediate targeting," Working Papers 254, Federal Reserve Bank of Minneapolis. [Downloadable!]
  7. Lars E.O. Svensson & Michael Woodford, 2001. "Indicator Variables for Optimal Policy under Asymmetric Information," NBER Working Papers 8255, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
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