The Paper Follows a Path of Research Set Forth by a Committee of Statisticians on Seasonal Adjustment of the Money Supply (Summarized by Pierce (1983)). in the Paper the Kalman Filter Is Used to Obtain the Decomposition of an Economic Time Series Into Unobserved Nonorthogonal Components Which...

Cet Essai Examine les Criteres et les Conditions Qui Justifient Etablissement de Societes Publiques de Gestion Dans le Secteur Manufacturier et Meme Presente une Methode D'evaluation de la Performance de Ces Entreprises. En Effet, les Conditions Qui Requierent L'intervention Gouvernementale En...

We study the problem of measuring the uncertainty of CGE (or RBC)-type model simulations associated with parameter uncertainty. We describe two approaches for building confidence sets on model endogenous variables. The first one uses a standard Wald-type statistic. The second approach assumes...