RATS programs to replicate Ozbek and Ozlale state space model with time-varying coefficients
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- Ozbek, Levent & Ozlale, Umit, 2005. "Employing the extended Kalman filter in measuring the output gap," Journal of Economic Dynamics and Control, Elsevier, vol. 29(9), pages 1611-1622, September.
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KeywordsState-space models; extended Kalman filter;
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