Browsing by Subject "Extended kalman filter"

Filter results by typing the first few letters
Now showing 1 - 1 of 1
  • Thumbnail Image
    ItemOpen Access
    Employing extended kalman filter in a simple macroeconomic model
    (Türkiye Cumhuriyet Merkez Bankası, 2003) Özbek, L.; Özlale, Ümit; Öztürk, F.
    In this study, the estimation power of Extended Kalman Filter is tested within a simple Keynesian macroeconomic model. After the model is written in a non-linear state space form, Extended Kalman Filter emerges as the appropriate methodology to estimate both state variables and the parameters. The simulation results suggest that such a methodology can also be employed in explaining more complex macroeconomic dynamics.