Estimation of the potential GDP by a new robust filter method

Éva Gyurkovics, Tibor Takács

Year of publication:	2023
Authors:	Gyurkovics, Éva ; Takács, Tibor
Published in:	Central European journal of operations research. - Heidelberg : Physica-Verl., ISSN 1613-9178, ZDB-ID 2093829-9. - Vol. 31.2023, 4, p. 1183-1207
Subject:	Linear matrix inequality \| Polytopic and quadratically bounded uncertainties \| Potential GDP \| Robust filtering \| Trend-cycle decomposition \| Unobserved components model \| Zeitreihenanalyse \| Time series analysis \| Nationaleinkommen \| National income \| Schätztheorie \| Estimation theory \| Dekompositionsverfahren \| Decomposition method \| Bruttoinlandsprodukt \| Gross domestic product \| Robustes Verfahren \| Robust statistics \| Zustandsraummodell \| State space model \| Mathematische Optimierung \| Mathematical programming

Type of publication:	Article
Type of publication (narrower categories):	Aufsatz in Zeitschrift ; Article in journal
Language:	English
Other identifiers:	10.1007/s10100-023-00851-7 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

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