Real-Time Quarterly Signal-Plus-Noise Model for Estimating True GDP
| Year of publication: |
2002-07-01
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| Authors: | Chen, Baoline ; Zadrozny, Peter A. |
| Institutions: | Society for Computational Economics - SCE |
| Subject: | unobserved components model | Kalman filter estimates of unobserved variables |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series Computing in Economics and Finance 2002 Number 128 |
| Classification: | C51 - Model Construction and Estimation ; C82 - Methodology for Collecting, Estimating, and Organizing Macroeconomic Data ; O47 - Measurement of Economic Growth; Aggregate Productivity |
| Source: |
Persistent link: https://www.econbiz.de/10005132810