Can Bounded Expectations of Output Be Estimated by the Kalman Filter?

The paper is an investigation of the Kalman Filter Process as an aid to derive output anticipations. It is a mechanism that generated and refines expectations as new intelligence enters the information set.

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Year of publication:	1995
Authors:	Thomas, D.G.
Institutions:	Economics Group, Business School
Subject:	EXPECTATIONS

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Series:	University of Hertfordshire - Business Schoool.
Type of publication:	Book / Working Paper
Notes:	39 pages
Classification:	D80 - Information and Uncertainty. General ; D84 - Expectations; Speculations
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005777147