On Applications of State-Space Modelling in Macroeconomics

This paper reviews the literature on applications of state-space modelling to macroeconomic questions, with four examples related to modelling unobserved trends, transition across different steady states, expectations formation and forecasting/data revision issues. Due to the flexibility of the state-space approach, it is both a useful tool for research purposes and highly useful in addressing practical issues. In many cases, state-space modelling offers the possibility of building encompassing models, and formulating rather complicated problems in a simple manner

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Year of publication:	2003
Authors:	Basdevant, Olivier
Publisher:	[S.l.] : SSRN
Subject:	Makroökonomik \| Macroeconomics \| Zustandsraummodell \| State space model \| Makroökonometrie \| Macroeconometrics \| Schätztheorie \| Estimation theory

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