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MATHESONSTAVREVEL2013: RATS programs to replicate Matheson-Stavrev(2013) non-linear state-space model

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  • Tom Doan

    (Estima)

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Abstract

Based upon Matheson and Stavrev(2013), "The Great Recession and the inflation puzzle," Economics Letters, vol. 120, no 3, pp 468-472 with a reconstructed (and extended) data set. Estimates the model by a non-linear Kalman filter using unconstrained estimates, inequality constrained state estimates and state estimates constrained through use of functions that map to the proper range.

Suggested Citation

  • Tom Doan, 2026. "MATHESONSTAVREVEL2013: RATS programs to replicate Matheson-Stavrev(2013) non-linear state-space model," Statistical Software Components RTJ00054, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:rtj00054
    Note: An RPRJ is a specialized zip file including one or more program files and data files. See https://estima.com/ratsfiletypes.shtml
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    File URL: https://estima.com/procedures/MathesonStavrevEL2013.rprj
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    JEL classification:

    • C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
    • E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications

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