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DP13978 Riders on the Storm 智库出版物
2019
作者:  Oscar Jorda;  Alan M. Taylor
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Neutral rate of interest  Monetary policy stance  State-space model  Kalman filter  
DP13042 The Rise and Fall of the Natural Interest Rate 智库出版物
2018
作者:  Gabriele Fiorentini;  Gabriel Pérez-Quirós;  ENRIQUE SENTANA
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Natural rate of interest  Kalman filter  Observability  Demographics  
DP11237 The Rational Inattention Filter 智库出版物
2016
作者:  Bartosz Mackowiak;  Filip Matějka;  Mirko Wiederholt
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Rational inattention  Kalman filter  Macroeconomics  
Integrating remotely sensed surface water extent into continental scale hydrology. 智库出版物
2016
作者:  Revilla-Romero B;  Wanders N;  Burek P;  Salamon P;  de Roo A
收藏  |  浏览/下载:3/0  |  提交时间:2019/06/18
Data Assimilation  Ensemble Kalman filter (EnKF)  Global Flood Detection System (GFDS)  LISFLOOD model  Continental hydrology  Surface Water  
DP10417 A spectral EM algorithm for dynamic factor models 智库出版物
2015
作者:  ENRIQUE SENTANA
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
indirect inference  Kalman filter  Sectoral employment  Spectral maximum likelihood  Wiener-kolmogorov filter  
DP9469 Tractable Latent State Filtering for Non-Linear DSGE Models Using a Second-Order Approximation 智库出版物
2013
作者:  Robert Kollmann
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Estimation of dsge models  Kalman filter  Latent state filtering  Particle filter  Pruning  Quasi-maximum likelihood  Second-order approximation  
DP6990 Optimally Combining Censored and Uncensored Datasets 智库出版物
2008
作者:  Paul J. Devereux;  Gautam Tripathi
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Chain-linking  Dynamic factor models  Euro area gdp  Kalman filter and smoother  Multivariate state space models  Temporal disaggregation  
DP6063 Anticipated Growth and Business Cycles in Matching Models 智库出版物
2007
作者:  Wouter Den Haan;  Georg Kaltenbrunner
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Factor models  Kalman filter  Large cross-sections  Principal components  
DP5365 How Strong Buyers Spur Upstream Innovation 智库出版物
2005
作者:  Christian Wey;  Roman Inderst
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
market integration  Non-synchronous trading  Emerging markets  Market efficiency  Kalman filter  
DP5280 Consumption Taxes and Redistribution 智库出版物
2005
作者:  Isabel Correia
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Pooling  Interpolation  Factor model  Kalman filter  Spline