Employing the extended Kalman filter in measuring the output gap

DOI10.1016/j.jedc.2004.09.005zbMath1198.91176OpenAlexW2012982678MaRDI QIDQ956457

Levent Ozbek, Umit Ozlale

Publication date: 25 November 2008

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/11693/23994

zbMATH Keywords

extended Kalman filteroutput gapemerging economies

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84)

Cites Work

• Unnamed Item
• Kalman filtering with real-time applications
• Consumption and the credit market
• An Adaptive Extended Kalman Filter with Application to Compartment Models

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