Comparing Semi-Structural Methods to Estimate Unobserved Variables: The HPMV and Kalman Filters Approaches
Year of publication: |
2000-04-17
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Authors: | Boone, Laurence |
Institutions: | Economics Department, Organisation de Coopération et de Développement Économiques (OCDE) |
Subject: | Kalman filter | NAIRU | unobserved component models | standard errors |
Extent: | text/html |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 240 |
Other identifiers: | 10.1787/112875725526 [DOI] |
Classification: | C13 - Estimation ; C22 - Time-Series Models ; C32 - Time-Series Models ; E24 - Employment; Unemployment; Wages ; E31 - Price Level; Inflation; Deflation |
Source: |
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Richardson, Pete, (2000)
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Richardson, Pete, (2000)
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Boone, Laurence, (2000)
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Koen, Vincent, (2001)
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