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Employing the extended Kalman filter in measuring the output gap

  • Ozbek, Levent
  • Ozlale, Umit

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
Contact details of provider: Web page: http://www.elsevier.com/locate/jedc

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  1. Bacchetta, Philippe & Gerlach, Stefan, 1997. "Consumption and Credit Constraints: International evidence," CEPR Discussion Papers 1727, C.E.P.R. Discussion Papers.
  2. Robert J. Gordon, 1996. "The Time-Varying NAIRU and its Implications for Economic Policy," NBER Working Papers 5735, National Bureau of Economic Research, Inc.
  3. Grillenzoni, Carlo, 1993. "ARIMA Processes with ARIMA Parameters," Journal of Business & Economic Statistics, American Statistical Association, vol. 11(2), pages 235-50, April.
  4. Richard Clarida & Jordi Gali & Mark Gertler, 1998. "Monetary policy rules in practice," Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
  5. Timothy Cogley, 1997. "Evaluating non-structural measures of the business cycle," Economic Review, Federal Reserve Bank of San Francisco, pages 3-21.
  6. 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.
  7. Mark Aguiar & Gita Gopinath, 2004. "Emerging market business cycles: the cycle is the trend," Working Papers 04-4, Federal Reserve Bank of Boston.
  8. 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.
  9. 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.
  10. 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.
  11. 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.
  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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