Search Results - subject:"time varying parameter"

Narrow search

Time-Varying Parameters Prediction

Grillenzoni, Carlo - In: Annals of the Institute of Statistical Mathematics 52 (2000) 1, pp. 108-122

Persistent link: https://www.econbiz.de/10005760260

Wage Setting and Hysteresis in Unemployment

Stiassny, Alfred - In: Empirica 25 (1998) 1, pp. 79-107

Persistent link: https://www.econbiz.de/10005719105

Optimized adaptive prediction

Grillenzoni, Carlo - In: Statistical Methods and Applications 6 (1997) 1, pp. 37-58

Persistent link: https://www.econbiz.de/10008590988

Exchange Rate Pass-Through Effects: A Disaggregate Analysis of Colombian Imports of Manufactured Goods

Rincón, Hernán; Caicedo, Edgar; Rodríguez, Norberto - Banco de la Republica de Colombia

Colombian monthly data covering the period from 1995:01 to 2002:11 and ECM, fixed and time-varying parameters and Kalman filter techniques are used in this paper to quantify the exchange rate pass-through effects on import prices within a sample of manufactured imports. Also, whether the foreign...

Persistent link: https://www.econbiz.de/10005113915