EconPapers    
Economics at your fingertips  
 

Real-Time Quarterly Signal-Plus-Noise Model for Estimating True GDP

Baoline Chen and Peter A. Zadrozny

No 128, Computing in Economics and Finance 2002 from Society for Computational Economics

Keywords: unobserved components model; Kalman filter estimates of unobserved variables (search for similar items in EconPapers)
JEL-codes: C51 C82 O47 (search for similar items in EconPapers)
Date: 2002-07-01
References: Add references at CitEc
Citations: View citations in EconPapers (1) Track citations by RSS feed

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:sce:scecf2:128

Access Statistics for this paper

More papers in Computing in Economics and Finance 2002 from Society for Computational Economics Contact information at EDIRC.
Bibliographic data for series maintained by Christopher F. Baum ().

 
Page updated 2019-12-03
Handle: RePEc:sce:scecf2:128