Kalman filtering estimation of unobserved rational expectations with an application to the German hyperinflation
Year of publication: |
1982
|
---|---|
Authors: | Burmeister, Edwin ; Wall, Kent D. |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 20.1982, 2, p. 255-284
|
Subject: | Geldwertbewegung | Wirtschaftserwartung | Deutschland |
-
Relative price variability and inflation in the United States and Germany
Fischer, Stanley, (1982)
-
Further evidence on expectations and the demand for money during the German hyperinflation
Frenkel, Jacob A., (1979)
-
Comments : relative price variability and inflation in the United States and Germany' by Fischer
Giavazzi, Francesco, (1982)
- More ...
-
Two estimators for the APT model when factors are measured
McElroy, Marjorie B., (1985)
-
Estimation of unobserved expected monthly inflation using Kalman filtering
Burmeister, Edwin, (1986)
-
The arbitrage pricing theory and macroeconomic factor measures
Burmeister, Edwin, (1986)
- More ...