Using the Kalman Filter to Smooth the Shocks of a Dynamic...

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SSRN Electronic Journal 2003

Using the Kalman Filter to Smooth the Shocks of a Dynamic Stochastic General Equilibrium Model

Bauer, Andy, Haltom, Nicholas, Rubio-Ramirez, Juan Francisco
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Year:
2003
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2482506
File:
PDF, 242 KB
english, 2003
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