Comparing Semi-Structural Methods to Estimate Unobserved Variables The HPMV and Kalman Filters Approaches
Economists often seek to estimate unobserved variables, representing “equilibrium” or “expected” values of economic variables, as benchmarks against which observed, realised values of these variables may be evaluated. Such comparisons are often used as economic policy indicators, for example the out...
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| Format: | eBook Section |
| Language: | Inglés |
| Published: |
Paris :
OECD Publishing
2000.
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| Series: | OECD Economics Department Working Papers,
no.240. |
| Subjects: | |
| See on Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009706104406719 |
