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Time-varying state correlations in state space models and their estimation via indirect inference
Schiavoni, Caterina; Koopman, Siem Jan; Palm, Franz C.; … - 2021
Persistent link: https://www.econbiz.de/10012436055
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Time-varying state correlations in state space models and their estimation via indirect inference
Schiavoni, Caterina; Koopman, Siem Jan; Palm, Franz; … - 2021
Statistics Netherlands uses a state space model to estimate the Dutch unemployment by using monthly series about the … variable, which makes the state space model become nonlinear and therefore its estimation by Kalman filtering and maximum … more realistic real-time unemployment estimates. …
Persistent link: https://www.econbiz.de/10012605986
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The time-varying tradeoff between inflation and unemployment : evidence from SAARC economies with a state space approach
Vinayagathasan, Thanablasingam; Meng, Xiancai - In: Romanian journal of economic forecasting 24 (2021) 3, pp. 20-34
Persistent link: https://www.econbiz.de/10012655427
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Okun's Law across time and frequencies
Aguiar-Conraria, Luís; Martins, Manuel Mota Freitas; … - In: Journal of economic dynamics & control 116 (2020), pp. 1-15
Persistent link: https://www.econbiz.de/10012503221
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Heterogeneity and unemployment dynamics
Ahn, Hie Joo; Hamilton, James D. - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 3, pp. 554-569
Persistent link: https://www.econbiz.de/10012262494
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The Phillips Curve at 60 : time for time and frequency
Aguiar-Conraria, Luís; Martins, Manuel Mota Freitas; … - 2019
Persistent link: https://www.econbiz.de/10012104245
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How credible are Okun coefficients? : the gap version of Okun's law for G7 economies
Boďa, Martin; Považanová, Mariana - In: Economic change & restructuring 56 (2023) 3, pp. 1467-1514
Persistent link: https://www.econbiz.de/10014327666
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Duration structure of unemployment hazards and the trend unemployment rate
Ahn, Hie Joo - In: Journal of economic dynamics & control 151 (2023), pp. 1-22
Persistent link: https://www.econbiz.de/10014478697
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The Phillips curve at 65 : time for time and frequency
Aguiar-Conraria, Luís; Martins, Manuel Mota Freitas; … - In: Journal of economic dynamics & control 151 (2023), pp. 1-18
Persistent link: https://www.econbiz.de/10014478731
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State space and unobserved component models : theory and applications
Harvey, Andrew C. (ed.); Koopman, Siem Jan (contributor);  … - 2004 - 1. publ.
Persistent link: https://www.econbiz.de/10009681752