Kalman filter approach to solution of rational expectations models (Q2366664)
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scientific article; zbMATH DE number 227307
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| default for all languages | No label defined |
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| English | Kalman filter approach to solution of rational expectations models |
scientific article; zbMATH DE number 227307 |
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Kalman filter approach to solution of rational expectations models (English)
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1 September 1993
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forward looking dynamical models
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economical systems
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Kalman filtering
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asymptotically stationary process
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finite steady-state covariance
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0.8827128410339355
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0.7914315462112427
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