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October 25, 2014
 

The Search found 7 of 13789 documents sorted by Date with the following criteria:
Subject/Keyword: Kalman Filter

 
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1. Title: Estimating the Implicit Inflation Target of the South African Reserve Bank
  Author/Editor: Klein, Nir
  Series: Working Paper No. 12/177
  Published: July 01, 2012
  Subject(s): Central banks | Economic models | Inflation targeting | Monetary policy | South Africa
  Author's Keyword(s): Monetary policy | Taylor rule | state space models | Kalman filter
 
2. Title: How Can Burundi Raise Its Growth Rate?The Impact of Civil Conflicts and State Intervention on Burundi's Growth Performance
  Author/Editor: Basdevant, Olivier
  Series: Working Paper No. 09/11
  Published: January 01, 2009
  Subject(s): Economic growth | Burundi | Gross domestic product | Economic indicators | Investment | Coffee | Agricultural commodities
  Author's Keyword(s): Burundi | Growth | Investment | Capital Stock | Kalman Filter.
 
3. Title: Estimating Potential Output and the Output Gap in Slovakia
  Author/Editor: Konuki, Tetsuya
  Series: Working Paper No. 08/275
  Published: December 01, 2008
  Subject(s): Production | Slovak Republic | Economic growth | Economic indicators | Economic forecasting | Economic models
  Author's Keyword(s): Slovakia | potential output | Kalman filter
 
4. Title: Estimating the Implicit Inflation Target: An Application to U.S. Monetary Policy
  Author/Editor: Leigh, Daniel
  Series: Working Paper No. 05/77
  Published: April 01, 2005
  Subject(s): Inflation targeting | United States | Monetary policy | Interest rates | Disinflation | Deflation | Economic models
  Author's Keyword(s): Taylor rule | time-varying parameters | Kalman filter
 
5. Title: Monetary Magic? How the Fed Improved the Flexibility of the U.S. Economy
  Author/Editor: Bayoumi, Tamim ; Sgherri, Silvia
  Series: Working Paper No. 04/24
  Published: February 01, 2004
  Subject(s): Monetary policy | United States | Inflation | Economic models
  Author's Keyword(s): Inflation dynamics | Monetary policy | Kalman filter
 
6. Title: Modeling Stochastic Volatility with Application to Stock Returns
  Author/Editor: Krichene, Noureddine
  Series: Working Paper No. 03/125
  Published: June 01, 2003
  Subject(s): Stock markets | Economic models
  Author's Keyword(s): data augmentation | diagnostics | integration sampler | Kalman filter | Markov chain | Monte Carlo | particle filtering | stochastic volatility
 
7. Title: Macroeconomic Adjustment in a Highly Dollarized Economy: The Case of Cambodia
  Author/Editor: de Zamar√≥czy, Mario ; Sa, Sopanha
  Series: Working Paper No. 02/92
  Published: May 01, 2002
  Subject(s): Adjustment policy | Cambodia | Dollarization | Currency substitution | Exchange rates | Currency boards
  Author's Keyword(s): Dollarization | Currency Substitution | Co-Currency Circulation | Kalman Filter | Exchange Rates | Currency Board Arrangement
 

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