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Search: subject_exact:"Kalman filter"
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State space model
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Measuring financial cycles with a model-based filter : empirical evidence for the United States and the euro area
Galati, Gabriele
;
Hindrayanto, Irma
;
Koopman, Siem Jan
; …
-
2016
Persistent link: https://www.econbiz.de/10011439548
Saved in:
2
The impact of sovereign and credit risk on interest rate convergence in the euro area
Arnold, Ivo J. M.
;
Ewijk, Saskia van
-
2014
Persistent link: https://www.econbiz.de/10010365642
Saved in:
3
Nowcasting and forecasting economic growth in the euro area using principal components
Hindrayanto, Irma
;
Koopman, Siem Jan
;
Winter, Jasper de
-
2014
Persistent link: https://www.econbiz.de/10010247448
Saved in:
4
On trend-cycle-seasonal interactions
Hindrayanto, Irma
;
Jacobs, Jan
;
Osborn, Denise R.
-
2014
Persistent link: https://www.econbiz.de/10010258403
Saved in:
5
Monetary transmission in three Central European economies : evidence from time-varying coefficient vector autoregressions
Darvas, Zsolt M.
-
2009
Persistent link: https://www.econbiz.de/10003830452
Saved in:
6
On the predictability of GDP data revisions in the Netherlands
Roodenburg, Olivier
-
2004
Persistent link: https://www.econbiz.de/10002847728
Saved in:
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