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Employing the extended Kalman filter in measuring the output gap

Levent Ozbek and Umit Ozlale

Journal of Economic Dynamics and Control, 2005, vol. 29, issue 9, 1611-1622

Date: 2005
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Citations: View citations in EconPapers (16)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:dyncon:v:29:y:2005:i:9:p:1611-1622

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Journal of Economic Dynamics and Control is currently edited by J. Bullard, C. Chiarella, H. Dawid, C. H. Hommes, P. Klein and C. Otrok

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