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On the Stratonovich – Kalman - Bucy filtering algorithm application for accurate characterization of financial time series with use of state-space model by central banks. (2013). Ledenyov, Dimitri.
In: MPRA Paper.
RePEc:pra:mprapa:50235.

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  1. Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets. (2015). Ledenyov, Dimitri.
    In: MPRA Paper.
    RePEc:pra:mprapa:67470.

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  159. von Mises L 1912 The theory of money and credit Ludwig von Mises Institute Auburn Alabama USA http://mises.org/books/Theory_Money_Credit/Contents.aspx .
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  160. von Mises L 1949 Human action Yale University Press USA Ludwig von Mises Institute Auburn Alabama USA http://mises.org/humanaction .
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  164. Welch G, Bishop G 2001 An introduction to the Kalman filter Department of Computer Science University of North Carolina at Chapel Hill Chapel Hill USA.
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  165. Wiener N 1949 The extrapolation, interpolation and smoothing of stationary time series John Wiley & Sons Inc New York NY USA.
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Cocites

Documents in RePEc which have cited the same bibliography

  1. Institutions and Business Cycles. (2011). Neyapti, Bilin ; Altug, Sumru ; Emin, Mustafa .
    In: Koç University-TUSIAD Economic Research Forum Working Papers.
    RePEc:koc:wpaper:1109.

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  2. Central Bank Independence and the Cost of Disinflation: Why the Wage Contracts Length Matters?. (2006). Sidiropoulos, Moise ; Diana, Giuseppe.
    In: International Advances in Economic Research.
    RePEc:kap:iaecre:v:12:y:2006:i:3:p:287-297:10.1007/s11294-006-9017-3.

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  3. Any Link Between Legal Central Bank Independence and Inflation? Evidence from Latin America and the Caribbean. (2005). Vazquez, Francisco ; Jácome, Luis ; Jacome, Luis.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0508011.

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  4. Establishing Credibility: Evolving Perceptions of the European Central Bank. (2005). Klein, Michael ; Goldberg, Linda.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11792.

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  5. Central Bank Reform and Inflation Dynamics in the Transition Economies theory and some evidence. (2005). Sidiropoulos, Moise ; Papadopoulos, Athanasios ; Diana, Giuseppe.
    In: Money Macro and Finance (MMF) Research Group Conference 2005.
    RePEc:mmf:mmfc05:58.

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  6. Establishing Credibility: Evolving Perceptions of the European Central Bank. (2005). Klein, Michael ; Goldberg, Linda.
    In: The Institute for International Integration Studies Discussion Paper Series.
    RePEc:iis:dispap:iiisdp105.

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  7. Establishing credibility: evolving perceptions of the European Central Bank. (2005). Klein, Michael ; Goldberg, Linda.
    In: Staff Reports.
    RePEc:fip:fednsr:231.

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  8. Quantitative Goals for Monetary Policy. (2004). Rose, Andrew ; Mihov, Ilian ; Fatas, Antonio.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10846.

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  9. Bureaucrats or Politicians?. (2004). Tabellini, Guido ; Alesina, Alberto.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10241.

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  10. Bargaining over monetary policy in a monetary union and the case for appointing an independent central banker. (2004). Kempf, Hubert ; Aaron-Cureau, Corinne.
    In: Money Macro and Finance (MMF) Research Group Conference 2004.
    RePEc:mmf:mmfc04:85.

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  11. Central bank transparency in theory and practice. (2004). Hughes Hallett, Andrew ; Demertzis, Maria.
    In: Money Macro and Finance (MMF) Research Group Conference 2003.
    RePEc:mmf:mmfc03:23.

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  12. Testing Commitment Models of Monetary Policy: Evidence from OECD Economies. (2004). Falk, Barry ; Doyle, Matthew.
    In: Staff General Research Papers Archive.
    RePEc:isu:genres:11995.

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  13. Political support for anti-inflationary monetary policy. (2004). Sabani, Laura ; Di Gioacchino, Debora ; Ginebri, Sergio .
    In: International Journal of Finance & Economics.
    RePEc:ijf:ijfiec:v:9:y:2004:i:2:p:187-200.

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  14. Nobelpreis für Wirtschaftswissenschaften 2004 an Finn E. Kydland and Edward C. Prescott. (2004). Setzer, Ralph ; Belke, Ansgar.
    In: Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim.
    RePEc:hoh:hohdip:248.

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  15. Central Bank Transparency: A Market Indicator. (2003). Howells, Peter ; biefang-frisancho, iris ; Mariscal, Iris Biefang-Frisancho .
    In: Working Papers.
    RePEc:uwe:wpaper:0305.

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  16. Central Bank Independence, Speed of Disinflation and the Sacrifice Ratio.. (2003). Sidiropoulos, Moise ; Diana, Giuseppe.
    In: Working Papers of BETA.
    RePEc:ulp:sbbeta:2003-08.

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  17. The Non-Monotonic Relationship Between Seigniorage and Inequality. (2003). Haslag, Joseph ; Bunzel, Helle ; Bhattacharya, Joydeep.
    In: Staff General Research Papers Archive.
    RePEc:isu:genres:10252.

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  18. Bureaucrats or Politicians?. (2003). Tabellini, Guido ; Alesina, Alberto.
    In: Working Papers.
    RePEc:igi:igierp:238.

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  19. Central Bank Independence and Price Stability: Evidence from 23 OECD-countries. (2003). Daunfeldt, Sven-Olov ; de Luna, Xavier.
    In: Umeå Economic Studies.
    RePEc:hhs:umnees:0589.

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  20. Political Business Cycles and Central Bank Independence. (2003). Pickering, Andrew ; Hadri, Kaddour ; Maloney, John .
    In: Economic Journal.
    RePEc:ecj:econjl:v:113:y:2003:i:486:p:c167-c181.

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  21. The Political Economy of Inflation, Labour Market Distortions and Central Bank Independence. (2003). Herrendorf, Berthold ; Manfred J. M. Neumann, ; Manfred J. M. Neumann, .
    In: Economic Journal.
    RePEc:ecj:econjl:v:113:y:2003:i:484:p:43-64.

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  22. Independência e autonomia do Banco Central: mais sobre o debate [Central Bank independence and autonomy: more on this debate]. (2003). Jayme Jr, Frederico ; Crocco, Marco.
    In: Textos para Discussão Cedeplar-UFMG.
    RePEc:cdp:texdis:td199.

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  23. Inflation and the size of government. (2002). Mulligan, Casey ; Han, Song.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2002-1.

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  24. Reflections on the Current Fashion For Central Bank Independence. (2001). Bibow, Joerg.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0108004.

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  25. Financial Markets and Economic Development in Africa. (2001). NDIKUMANA, LEONCE.
    In: Working Papers.
    RePEc:uma:periwp:wp17.

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  26. Three Pillars of Conventional Wisdom. (2001). Cross, Rod.
    In: Review of Political Economy.
    RePEc:taf:revpoe:v:13:y:2001:i:2:p:181-200.

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  27. Central Bank Independence and Accountability Under Complete Information. (2001). Castellani, Francesca.
    In: IHEID Working Papers.
    RePEc:gii:giihei:heiwp05-2001.

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  28. Sacrifice ratios and monetary policy credibility: do smaller budget deficits, inflation-indexed debt, and inflation targets lower disinflation costs?. (2001). Durham, J. Benson.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2001-47.

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  29. Central Bank Reform, Liberalization and Inflation in Transition Economies - An International Perspective. (2001). Neyapti, Bilin ; Cukierman, Alex ; Miller, Geoffrey .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:2808.

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  30. Wage Indexation, Central Bank Independence and the Cost of Disinflation. (2000). Diana, Giuseppe.
    In: Working Papers of BETA.
    RePEc:ulp:sbbeta:2000-03.

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  31. Inflation Targeting Macroeconomic Distortions and the Policy Reaction Function. (2000). Karunaratne, Neil D..
    In: Discussion Papers Series.
    RePEc:qld:uq2004:269.

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  32. Causes of the Korean Financial Crisis: Lessons for Policy. (2000). Mishkin, Frederic ; Hahm, Joon-Ho .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7483.

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  33. International Experiences with Different Monetary Policy Regimes. (2000). Mishkin, Frederic.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7044.

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  34. Reliance, composition, and inflation. (2000). Haslag, Joseph ; Bhattacharya, Joydeep.
    In: Economic and Financial Policy Review.
    RePEc:fip:fedder:y:2000:i:qiv:p:20-28.

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  35. Caution and conservatism in the making of monetary policy. (2000). Schellekens, P..
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20000025.

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  36. International Experiences with Different Monetary Policy Regimes. (1999). Mishkin, Frederic.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:6965.

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  37. The European system of central banks. (1999). Wynne, Mark.
    In: Economic and Financial Policy Review.
    RePEc:fip:fedder:y:1999:i:qi:p:2-14.

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  38. Is bank supervision central to central banking?. (1999). Tootell, Geoffrey ; Rosengren, Eric ; Peek, Joe.
    In: Working Papers.
    RePEc:fip:fedbwp:99-7.

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  39. An Independent Central Bank Faced With Elected Governments. (1999). Hughes Hallett, Andrew ; Demertzis, Maria.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:2219.

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  40. Inflation Target Instability and Interest Rates. (1998). Mellin, Stefan.
    In: Research Papers in Economics.
    RePEc:hhs:sunrpe:1997_0004.

    Full description at Econpapers || Download paper

  41. Central Bank Policy Rules: Conceptual Issues and Practical Considerations. (1997). Cecchetti, Stephen.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:6306.

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  42. Fiscal Policy and Imperfectly Credible Inflation Targets: Should We Appoint Expenditure-Conservative Central Bankers?. (1997). Tirelli, Patrizio ; Natale, Piergiovanna ; Lossani, M..
    In: Working Papers.
    RePEc:gla:glaewp:9707.

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  43. Is banking supervision central to central banking?. (1997). Tootell, Geoffrey ; Rosengren, Eric ; Peek, Joe.
    In: Working Papers.
    RePEc:fip:fedbwp:97-3.

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  44. Determinants of Economic Growth: A Cross-Country Empirical Study. (1996). Barro, Robert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5698.

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  45. Budget Deficits and Budget Institutions. (1996). Perotti, Roberto ; Alesina, Alberto.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5556.

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  46. Political Consensus, Uncertain Preferences and Central Bank Independence. (1996). Muscatelli, Vito.
    In: Working Papers.
    RePEc:gla:glaewp:9615.

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  47. Inflation and Economic Growth. (1995). Barro, Robert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5326.

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  48. Central bank independence : a critical view. (1994). Mas, Ignacio .
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:1356.

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  49. Designing Monetary Policy when Unemployment Persists.. (1994). Zhang, Lei ; Miller, Marcus ; Lockwood, Ben.
    In: Discussion Papers.
    RePEc:exe:wpaper:9408.

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  50. Public Debt Indexation and Denomination with and Indipendent Central Bank. (). Missale, Alessandro ; Falcetti, Elisabetta.
    In: Working Papers.
    RePEc:igi:igierp:169.

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