Estimation of the potential GDP by a new robust filter method

DOI10.1007/S10100-023-00851-7MaRDI QIDQ6090375zbMATH OpenFDO

Authors É. Gyurkovics, T. Takács

Publication date 14 November 2023

Published in CEJOR. Central European Journal of Operations Research (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/S10100-023-00851-7

zbMATH Keywords

linear matrix inequalitypolytopic and quadratically bounded uncertaintiespotential GDProbust filteringtrend-cycle decompositionunobserved components model

Mathematics Subject Classification ID

Operations research and management science (90Bxx)

Recommendations

• Robust energy-to-peak filter design for a class of unstable polytopic systems with a macroeconomic application
• The Hodrick-Prescott technique: A smoother versus a filter: An application to New Zealand GDP
• The most appropriate model to estimate Lithuanian business cycle
• A simple heteroscedasticity removing filter
• Estimation of the smoothing parameters in the HPMV filter

Cites work

• scientific article; zbMATH DE number 1679742 (Why is no real title available?)
• Improving GDP measurement: a measurement-error perspective
• Real and financial cycles: estimates using unobserved component models for the Italian economy
• Robust H_~filtering for a class of discrete-time Lipschitz nonlinear systems
• Robust energy-to-peak filter design for a class of unstable polytopic systems with a macroeconomic application

Cited in

(2)

• Modelled approximations to the ideal filter with application to GDP and its components
• The Taylor curve revisited: filter choice and the evaluation of U.S. monetary policy

This page was built for publication: Estimation of the potential GDP by a new robust filter method

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6090375)