TY  - JOUR
TI  - Employing Extended Kalman Filter in a Simple Macroeconomic Model
AB  - 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.
AU  - Öztürk, Fikri
AU  - ÖZLALE, Ümit
AU  - özbek, levent
PY  - 2003
JO  - Central Bank Review
VL  - 3
IS  - 1
SN  - 1303-0701
SP  - 53
EP  - 66
DB  - TRDizin
UR  - http://search/yayin/detay/2710
ER  -