Siu, Tak-Kuen; Ching, Wai-Ki; Fung, Eric; Ng, Michael - In: Computational Economics 26 (2005) 3, pp. 69-102
Estimating and forecasting the unobservable states of an economy are important and practically relevant topics in economics. Central bankers and regulators can use information about the market expectations on the hidden states of the economy as a reference for decision and policy makings, for...
