Estimation of the potential GDP by a new robust filter method

DOI10.1007/s10100-023-00851-7MaRDI QIDQ6090375

Eva Gyurkovics, Tibor Takács

Publication date: 14 November 2023

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

zbMATH Keywords

linear matrix inequalityrobust filteringtrend-cycle decompositionunobserved components modelpotential GDPpolytopic and quadratically bounded uncertainties

Mathematics Subject Classification ID

Operations research and management science (90Bxx)

Cites Work

• Unnamed Item
• Robust \(H_\infty\)~filtering for a class of discrete-time Lipschitz nonlinear systems
• Real and financial cycles: estimates using unobserved component models for the Italian economy
• Robust energy-to-peak filter design for a class of unstable polytopic systems with a macroeconomic application
• Improving GDP measurement: a measurement-error perspective

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