Estimating equilibrium real interest rates in real time

North American Journal of Economics and Finance

Volumn 16, Issue 3, 2005, Pages 395-413

  Clark, Todd E ^a   Kozicki, Sharon ^a  

^a FEDERAL RESERVE BANK OF KANSAS CITY   (United States)

Author keywords

Kalman filter; Real time data; Time varying parameter; Trend growth

Indexed keywords

EID: 33645071063     PISSN: 10629408     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.najef.2005.04.002     Document Type: Article

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