Search Results - subject:"State Space Models"

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AffineMortality : an R package for estimation, analysis and projection of affine mortality models

Ungolo, Francesco; Garces, Len Patrick Dominic M.; … - 2023 - [Revision]

Persistent link: https://www.econbiz.de/10014458564

Various core inflation estimates for Kazakhstan

Orlov, Konstantin; Sejdahmetov, Aņsar - 2023

Persistent link: https://www.econbiz.de/10014326098

Measuring international uncertainty using global vector autoregressions with drifting parameters

Pfarrhofer, Michael - In: Macroeconomic dynamics 27 (2023) 3, pp. 770-793

Persistent link: https://www.econbiz.de/10014247550

Extremum Monte Carlo filters : real-time signal extraction via simulation and regression

Blasques, Francisco; Koopman, Siem Jan; Moussa, Karim - 2023 - This version: March 23, 2023

This paper introduces a novel simulation-based filtering method for general state space models. It allows for the …

Persistent link: https://www.econbiz.de/10014247627

Precision-based sampling for state space models that have no measurement error

Mertens, Elmar - 2023

This article presents a computationally efficient approach to sample from Gaussian state space models. The method is an …

Persistent link: https://www.econbiz.de/10014336195

Structural break in the Norwegian LFS due to the 2021 redesign

Hungnes, Håvard; Skjerpen, Terje; Hamre, Jørn Ivar; … - 2022

The labour force surveys (LFSs) on all Eurostat countries underwent a substantial redesign in January 2021. To ensure coherent labour market time series for the main indicators in the Norwegian LFS, we model the impact of the redesign. We use a state-space model that takes explicit account of...

Persistent link: https://www.econbiz.de/10013480208