Introducción al filtro Kalman
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References listed on IDEAS
- Engel, Charles & Kim, Chang-Jin, 1999.
"The Long-Run U.S./U.K. Real Exchange Rate,"
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- Engel, C. & Kim, C.J., 1996. "The Long-Run U.S./U.K. real Exchange Rate," Working Papers 96-14, University of Washington, Department of Economics.
- Charles Engel & Chang-Jin Kim, 1996. "The Long-Run U.S./U.K. Real Exchange Rate," NBER Working Papers 5777, National Bureau of Economic Research, Inc.
- Engel, C. & Kim, C.J., 1996. "The Long-Run U.S./U.K. real Exchange Rate," Discussion Papers in Economics at the University of Washington 96-14, Department of Economics at the University of Washington.
- Tanizaki, Hisashi, 1993. "Kalman Filter Model with Qualitative Dependent Variables," The Review of Economics and Statistics, MIT Press, vol. 75(4), pages 747-752, November.
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- Jennifer V Greenslade & Richard G Pierse & Jumana Saleheen, 2003. "A Kalman filter approach to estimating the UK NAIRU," Bank of England working papers 179, Bank of England.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Andrés Felipe Giraldo Palomino, 2008.
"Aversión a la inflación y regla de Taylor en Colombia 1994-2005,"
REVISTA CUADERNOS DE ECONOMÍA,
UN - RCE - CID, December.
- Andrés Felipe Giraldo palomino, 2007. "Aversión a la inflación y regla de Taylor en Colombia 1994-2005," DOCUMENTOS DE ECONOMÍA 003947, UNIVERSIDAD JAVERIANA - BOGOTÁ.
- Alejandro Gaviria Jaramillo & Santiago Téllez Alzate, 2010. "Expectativas de inflación en Colombia," VNIVERSITAS ECONÓMICA 008299, UNIVERSIDAD JAVERIANA - BOGOTÁ.
- Andrés Mauricio Gómez Sánchez & José Gabriel Astaiza Gómez, 2015. "Ex-post Equity Risk Premiums and Economic Cycles in Colombia: An Empirical Research Using Kalman and Hodrick-Prescott Filters," REVISTA FINANZAS Y POLÍTICA ECONÓMICA, UNIVERSIDAD CATOLICA DE COLOMBIA, vol. 7(1), pages 109-129, January.
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