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Modelling stochastic and cyclical components of technical change : An application of the Kalman filter

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  • Slade, Margaret E.

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  • Slade, Margaret E., 1989. "Modelling stochastic and cyclical components of technical change : An application of the Kalman filter," Journal of Econometrics, Elsevier, vol. 41(3), pages 363-383, July.
  • Handle: RePEc:eee:econom:v:41:y:1989:i:3:p:363-383
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    1. repec:ksp:journ2:v:4:y:2017:i:3:p:308-319 is not listed on IDEAS
    2. Håvard Hungnes, 2011. "A demand system for input factors when there are technological changes in production," Empirical Economics, Springer, vol. 40(3), pages 581-600, May.
    3. Kenneth Daniels & Doğan Tirtiroğlu, 1998. "Total Factor Productivity Growth in U.S. Commercial Banking for 1935–1991: A Latent Variable Approach Using the Kalman Filter," Journal of Financial Services Research, Springer;Western Finance Association, vol. 13(2), pages 119-135, April.
    4. Carraro, Carlo & Galeotti, Marzio & Gallo, Massimo, 1996. "Environmental taxation and unemployment: Some evidence on the 'double dividend hypothesis' in Europe," Journal of Public Economics, Elsevier, vol. 62(1-2), pages 141-181, October.
    5. Duygun, Meryem & Kutlu, Levent & Sickles, Robin C., 2014. "Measuring Productivity and Efficiency: A Kalman," Working Papers 15-010, Rice University, Department of Economics.
    6. Baoline Chen & Peter Zadrozny, 2013. "Further model-based estimates of US total manufacturing production capital and technology, 1949–2005," Journal of Productivity Analysis, Springer, vol. 39(1), pages 61-73, February.
    7. Meryem Duygun & Levent Kutlu & Robin C. Sickles, 2016. "Measuring productivity and efficiency: a Kalman filter approach," Journal of Productivity Analysis, Springer, vol. 46(2), pages 155-167, December.
    8. Tirtiroglu, Dogan & Daniels, Kenneth N. & Tirtiroglu, Ercan, 1998. "Total Factor Productivity Growth and Regulation in U.S. Commercial Banking During 1946-1995: An Empirical Investigation," Journal of Economics and Business, Elsevier, vol. 50(2), pages 171-189, March.
    9. Stern, David I., 1997. "Limits to substitution and irreversibility in production and consumption: A neoclassical interpretation of ecological economics," Ecological Economics, Elsevier, vol. 21(3), pages 197-215, June.
    10. Buonanno, Paolo & Carraro, Carlo & Galeotti, Marzio, 2003. "Endogenous induced technical change and the costs of Kyoto," Resource and Energy Economics, Elsevier, vol. 25(1), pages 11-34, February.
    11. Kvamsdal, Sturla F., 2012. "Technological Change in Renewable Resource Industries: An Alternative Estimation Approach," Discussion Papers 2012/14, Norwegian School of Economics, Department of Business and Management Science.
    12. Fernando Sanz, 2000. "A kalman filter-gravity equation approach to assess the trade impact of economic integration: The case of Spain, 1986–1992," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 136(1), pages 84-110, March.
    13. Martyn Duffy, 2006. "Tobacco consumption and policy in the United Kingdom," Applied Economics, Taylor & Francis Journals, vol. 38(11), pages 1235-1257.
    14. Roula Inglesi-Lotz, 2012. "The sensitivity of the South African industrial sector’s electricity consumption to electricity price fluctuations," Working Papers 201225, University of Pretoria, Department of Economics.
    15. Carlo Carraro & Enrica De Cian, 2009. "Factor-Augmenting Technical Change: an Empirical Assessment," Working Papers 2009_29, Department of Economics, University of Venice "Ca' Foscari".
    16. Charles Perrings & David Stern, 2000. "Modelling Loss of Resilience in Agroecosystems: Rangelands in Botswana," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 16(2), pages 185-210, June.
    17. Daniel A. Ackerberg & Kevin Caves & Garth Frazer, 2015. "Identification Properties of Recent Production Function Estimators," Econometrica, Econometric Society, vol. 83, pages 2411-2451, November.
    18. David I. Stern, 2004. "Diffusion of Emissions Abating Technology," Rensselaer Working Papers in Economics 0420, Rensselaer Polytechnic Institute, Department of Economics.
    19. Inglesi-Lotz, R., 2011. "The evolution of price elasticity of electricity demand in South Africa: A Kalman filter application," Energy Policy, Elsevier, vol. 39(6), pages 3690-3696, June.
    20. repec:ksp:journ5:v:4:y:2017:i:3:p:388-395 is not listed on IDEAS
    21. David Greenstreet, 2007. "Exploiting Sequential Learning to Estimate Establishment-Level Productivity Dynamics and Decision Rules," Economics Series Working Papers 345, University of Oxford, Department of Economics.
    22. THAMAE Retselisitsoe Isaiah & THAMAE Leboli Zachia & THAMAE Thimothy Molefi, 2015. "Dynamics Of Electricity Demand In Lesotho: A Kalman Filter Approach," Studies in Business and Economics, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 10(1), pages 130-139, April.

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