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Estimating Monthly GDP In A General Kalman Filter Framework: Evidence From Switzerland · Study

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PreprintEstimating Monthly GDP In A General Kalman Filter Framework: Evidence From Switzerland

Nicolas Cuche-Curti1999

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Preprintgreen1999

Estimating Monthly GDP In A General Kalman Filter Framework: Evidence From Switzerland

Nicolas Cuche-Curti · Martin K. Hess

44 citations·0/0 files stored·RePEc: Research Papers in Economics

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Monetary Policy and Economic Impact Forecasting Techniques and Applications Statistical and numerical algorithms

Abstract

Abstract. We estimate deseasonalized monthly series for Swiss Gross Domestic Product at constant prices of 1990 for the period 1980-1997. They are

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References

1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models 1971Best Linear Unbiased Interpolation, Distribution, and Extrapolation of Time Series by Related Series 1981A Methodological Note on the Estimation of Time Series 1983A Random Walk, Markov Model for the Distribution of Time Series 1962The Interpolation of Time Series by Related Series 1991State space modeling of multiple time series

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2013One crisis, two crises…the subprime crisis and the European sovereign debt problems 2009Estimating a Taylor Rule with Markov Switching Regimes for Switzerland

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Details

Year1999

Typepreprint

Published1999-03-01

VenueRePEc: Research Papers in Economics

Languageen

Citations44

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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openalex_workW1593683451

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