Employing extended kalman filter in a simple macroeconomic model

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buir.contributor.authorÖzlale, Ümit
dc.citation.epage66en_US
dc.citation.issueNumber1en_US
dc.citation.spage53en_US
dc.citation.volumeNumber3en_US
dc.contributor.authorÖzbek, L.
dc.contributor.authorÖzlale, Ümit
dc.contributor.authorÖztürk, F.
dc.date.accessioned2020-10-20T10:09:04Z
dc.date.available2020-10-20T10:09:04Z
dc.date.issued2003
dc.departmentDepartment of Economicsen_US
dc.description.abstractIn 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.en_US
dc.description.provenanceSubmitted by Onur Emek (onur.emek@bilkent.edu.tr) on 2020-10-20T10:09:04Z No. of bitstreams: 1 Employing_Extended_Kalman_Filter_in_a_Simple_Macroeconomic_Model.pdf: 196474 bytes, checksum: ac175ac7dbd082ea6c30f8f62950baf0 (MD5)en
dc.description.provenanceMade available in DSpace on 2020-10-20T10:09:04Z (GMT). No. of bitstreams: 1 Employing_Extended_Kalman_Filter_in_a_Simple_Macroeconomic_Model.pdf: 196474 bytes, checksum: ac175ac7dbd082ea6c30f8f62950baf0 (MD5) Previous issue date: 2003en
dc.identifier.issn1303-0701
dc.identifier.urihttp://hdl.handle.net/11693/54269
dc.language.isoEnglishen_US
dc.publisherTürkiye Cumhuriyet Merkez Bankasıen_US
dc.source.titleCentral Bank Reviewen_US
dc.subjectExtended kalman filteren_US
dc.titleEmploying extended kalman filter in a simple macroeconomic modelen_US
dc.typeArticleen_US

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