MATHESONSTAVREVEL2013: RATS programs to replicate Matheson-Stavrev(2013) non-linear state-space model

Tom Doan ()
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Tom Doan: Estima

Statistical Software Components from Boston College Department of Economics

Abstract: Based upon Matheson and Stavrev(2013), "The Great Recession and the inflation puzzle," Economics Letters, vol. 120, no 3, pp 468-472 with a reconstructed (and extended) data set. Estimates the model by a non-linear Kalman filter using unconstrained estimates, inequality constrained state estimates and state estimates constrained through use of functions that map to the proper range.

Language: RATS
Requires: RATS 11.00
Keywords: Keywords:; Non-linear; State-space; models (search for similar items in EconPapers)
Date: 2026-01-02
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https://estima.com/procedures/MathesonStavrevEL2013.rprj (application/zip)

Related works:
Journal Article: The Great Recession and the inflation puzzle (2013)
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