Can Bounded Expectations of Output Be Estimated by the Kalman Filter?

D.G. Thomas

Working Papers from University of Hertfordshire - Business Schoool

Abstract: The paper is an investigation of the Kalman Filter Process as an aid to derive output anticipations. It is a mechanism that generated and refines expectations as new intelligence enters the information set.

Keywords: EXPECTATIONS (search for similar items in EconPapers)
JEL-codes: D80 D84 (search for similar items in EconPapers)
Pages: 39 pages
Date: 1995
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Persistent link: https://EconPapers.repec.org/RePEc:fth:hertbu:1995:3

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