RATS programs to replicate Ozbek and Ozlale state space model with time-varying coefficients
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.
|Date of creation:|
|Date of revision:|
|Note:||RPF and SRC files are plain text. See http://www.estima.com/ratsfiletypes.shtml|
|Contact details of provider:|| Postal: |
Web page: http://fmwww.bc.edu/EC/
More information through EDIRC
|Order Information:||Web: http://repec.org/docs/ssc.php|
When requesting a correction, please mention this item's handle: RePEc:boc:bocode:rtz00128. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christopher F Baum)
If references are entirely missing, you can add them using this form.