Employing the extended Kalman filter in measuring the output gap

Journal of Economic Dynamics and Control

Volumn 29, Issue 9, 2005, Pages 1611-1622

  Ozbek, Levent ^a   Ozlale, Umit ^b  

^a ANKARA UNIVERSITY   (Turkey)

^b BILKENT UNIVERSITY   (Turkey)

Author keywords

Emerging economies; Extended Kalman filter; Output gap

Indexed keywords

EID: 23844505298     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jedc.2004.09.005     Document Type: Article

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