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Estimating Brazilian monthly GDP : a state-space approach

Issler, João Victor; Notini, Hilton Hostalácio - In: Revista brasileira de economia : RBE ; revista da … 70 (2016) 1, pp. 41-59

Persistent link: https://www.econbiz.de/10011488329

Nowcasting Mexico's quarterly GDP using factor models and bridge equations

Gálvez-Soriano, Oscar de J. - In: Estudios económicos 35 (2020) 2, pp. 213-265

Persistent link: https://www.econbiz.de/10014228459

The interest rate channel in Turkey : an investigation with Kalman Filter approach

Sarac, Taha Bahadır; Ucan, Okyay - In: International journal of economics and financial issues … 3 (2013) 4, pp. 874-884

Persistent link: https://www.econbiz.de/10010519366

State space models with endogenous regime switching

Chang, Yoosoon; Tan, Fei; Wei, Xin - 2018 - This version: November 29, 2018

Persistent link: https://www.econbiz.de/10012223866

Natural interest rate for the Romanian economy

Acatrinei, Marius; Armenau, Dan; Dobrota, Carmen Elena - In: Romanian journal of economic forecasting 21 (2018) 3, pp. 104-116

Persistent link: https://www.econbiz.de/10012021822

Modeling exchange rate dynamics in Egypt : observed and unobserved volatility

Rofael, Dina; Hosni, Rana - In: Modern economy 6 (2015) 1, pp. 65-80

Persistent link: https://www.econbiz.de/10011285372

Factor structural time series models for official statistics with an application to hours worked in Germany

Weigand, Roland; Wanger, Susanne; Zapf, Ines - 2015

factors. A two-step estimation strategy is presented, which is based on principal components in differences in a first step …. The methods are applied to the estimation of paid and unpaid overtime work as well as flows on working-time accounts in …

Persistent link: https://www.econbiz.de/10011309972

State-space cointegration modeling for the analysis of exogenous shocks to prices in Israeli-Palestinian food trade

Ihle, Rico; Götz, Linde Johanna; Rubin, Ofir D. - 2011

The Israeli-Palestinian conflict constitutes a prominent example of a long-lasting political conflict which has major consequences for the livelihoods of the people on both sides. The agricultural sectors of the Palestinian and Israeli economies are tightly connected. However, various security...

Persistent link: https://www.econbiz.de/10010356541

Estimating production gap and NAIRU in Iran's economy by using state-space model

Kiumarthi, Masoud; Salimifar, Mostafa; Abrishami, Hamid; … - In: Iranian economic review : journal of University of Tehran 24 (2020) 4, pp. 983-998

Persistent link: https://www.econbiz.de/10012591270

The anatomy of small open economy trends

Görtz, Christoph; Theodoridis, Konstantinos; … - 2022

Persistent link: https://www.econbiz.de/10012878884