Estimation of the potential GDP by a new robust filter method
Éva Gyurkovics, Tibor Takács
| Year of publication: |
2023
|
|---|---|
| Authors: | Gyurkovics, Éva ; Takács, Tibor |
| Published in: |
Central European journal of operations research. - Heidelberg : Physica-Verl., ISSN 1613-9178, ZDB-ID 2093829-9. - Vol. 31.2023, 4, p. 1183-1207
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| Subject: | Linear matrix inequality | Polytopic and quadratically bounded uncertainties | Potential GDP | Robust filtering | Trend-cycle decomposition | Unobserved components model | Zeitreihenanalyse | Time series analysis | Zustandsraummodell | State space model | Dekompositionsverfahren | Decomposition method | Nationaleinkommen | National income | Robustes Verfahren | Robust statistics | Schätzung | Estimation | Schätztheorie | Estimation theory | Bruttoinlandsprodukt | Gross domestic product | Konjunktur | Business cycle |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10100-023-00851-7 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014393025