Employing Extended Kalman Filter in a Simple Macroeconomic Model
Yıl: 2003 Cilt: 3 Sayı: 1 Sayfa Aralığı: 53 - 66 Metin Dili: İngilizce İndeks Tarihi: 29-07-2022
Employing Extended Kalman Filter in a Simple Macroeconomic Model
Öz: In this study, the estimation povver of Extended Kalman Filter is tested within a simple Keynesian macroeconomic model. After the model is written in a non-linear state space form, Extended Kalman Filter emerges as the appropnate methodology to estimate both state variables and the parameters. The simulation results suggest that such a methodology can also be employed in explaining more complex macroeconomic dynamics.
Anahtar Kelime: Konular:
Belge Türü: Makale Makale Türü: Araştırma Makalesi Erişim Türü: Erişime Açık
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| APA | özbek l, ÖZLALE Ü, Öztürk F (2003). Employing Extended Kalman Filter in a Simple Macroeconomic Model. , 53 - 66. |
| Chicago | özbek levent,ÖZLALE Ümit,Öztürk Fikri Employing Extended Kalman Filter in a Simple Macroeconomic Model. (2003): 53 - 66. |
| MLA | özbek levent,ÖZLALE Ümit,Öztürk Fikri Employing Extended Kalman Filter in a Simple Macroeconomic Model. , 2003, ss.53 - 66. |
| AMA | özbek l,ÖZLALE Ü,Öztürk F Employing Extended Kalman Filter in a Simple Macroeconomic Model. . 2003; 53 - 66. |
| Vancouver | özbek l,ÖZLALE Ü,Öztürk F Employing Extended Kalman Filter in a Simple Macroeconomic Model. . 2003; 53 - 66. |
| IEEE | özbek l,ÖZLALE Ü,Öztürk F "Employing Extended Kalman Filter in a Simple Macroeconomic Model." , ss.53 - 66, 2003. |
| ISNAD | özbek, levent vd. "Employing Extended Kalman Filter in a Simple Macroeconomic Model". (2003), 53-66. |
| APA | özbek l, ÖZLALE Ü, Öztürk F (2003). Employing Extended Kalman Filter in a Simple Macroeconomic Model. Central Bank Review, 3(1), 53 - 66. |
| Chicago | özbek levent,ÖZLALE Ümit,Öztürk Fikri Employing Extended Kalman Filter in a Simple Macroeconomic Model. Central Bank Review 3, no.1 (2003): 53 - 66. |
| MLA | özbek levent,ÖZLALE Ümit,Öztürk Fikri Employing Extended Kalman Filter in a Simple Macroeconomic Model. Central Bank Review, vol.3, no.1, 2003, ss.53 - 66. |
| AMA | özbek l,ÖZLALE Ü,Öztürk F Employing Extended Kalman Filter in a Simple Macroeconomic Model. Central Bank Review. 2003; 3(1): 53 - 66. |
| Vancouver | özbek l,ÖZLALE Ü,Öztürk F Employing Extended Kalman Filter in a Simple Macroeconomic Model. Central Bank Review. 2003; 3(1): 53 - 66. |
| IEEE | özbek l,ÖZLALE Ü,Öztürk F "Employing Extended Kalman Filter in a Simple Macroeconomic Model." Central Bank Review, 3, ss.53 - 66, 2003. |
| ISNAD | özbek, levent vd. "Employing Extended Kalman Filter in a Simple Macroeconomic Model". Central Bank Review 3/1 (2003), 53-66. |
