Publications Search Results

July 31, 2014

The search found 7 of 12727 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 1, 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 1, 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 1, 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 1, 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 1, 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 1, 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 Zamaróczy, Mario ; Sa, Sopanha
Series: Working Paper No. 02/92
Published: May 1, 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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