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Search: subject:"Bayesian state-space model"
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Estimation
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Global and local components of output gaps
Eckert, Florian
;
Mühlebach, Nina
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
5
,
pp. 2301-2331
Persistent link: https://www.econbiz.de/10014388930
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2
Improving output gap estimation : a bottom-up approach
Rathke, Alexander
;
Streicher, Sina
-
2023
We propose a multivariate
Bayesian
state
space
model
to identify potential growth and the output gap consistent with …
Persistent link: https://www.econbiz.de/10014427292
Saved in:
3
Global and local components of output gaps
Eckert, Florian
;
Mühlebach, Nina
-
2021
estimates. To restrict the parameter space in the
Bayesian
state
space
model
, we apply a stochastic search variable selection …
Persistent link: https://www.econbiz.de/10012663182
Saved in:
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