Search Results

UNOBSERVED COMPONENTS METHODS TO ESTIMATE POTENTIAL GDP (THE CASE OF ROMANIA),
Cristian Stanica, in Journal for Economic Forecasting (2005)
Keywords: potential GDP, unobserved components methods, univariate models

Persistence in natural gas consumption in the US: An unobserved component model,
Antonio Golpe, Monica Carmona and Emilio Congregado, in Energy Policy (2012)
Keywords: Natural gas consumption; Hysteresis; Unobserved components model;

A Simultaneous Unobserved Components Analysis of US Output and the Great Moderation,
Enzo Weber, from University of Regensburg, Department of Economics (2009)
Keywords: Unobserved Components; Trend; Cycle; Identification; Great Moderation

UNEMPLOYMENT AND HYSTERESIS: A NONLINEAR UNOBSERVED COMPONENTS APPROACH,
Alicia Pérez Alon and Silvestro Di Sanzo, from Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) (2005)
Keywords: Hysteresis; Unobserved Components Model; Threshold Autoregressive Models; Nuisance parameters; Bootstrap

Unobserved Component Models of the Phillips Relation in the ASEAN Economy,
Warapong Wongwachara and Anusorn Minphimai, in Journal of Economics and Management (2009)
Keywords: unobserved component model, Phillips relation, output gap, ASEAN

- NON-ADMISSIBILITY AND THE SPECIFICATION OF UNOBSERVED COMPONENTS MODELS,
Gabriele Fiorentini and Christophe Planas, from Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) (1998)
Keywords: signal extraction, unobserved components ARIMA, structural time series

Decomposing Beveridge curve dynamics by correlated unobserved components,
Sabine Klinger and Enzo Weber, from University of Regensburg, Department of Economics (2014)
Keywords: Beveridge curve; worker flows; tightness; unobserved components; Hartz reforms

Seasonality with Trend and Cycle Interactions in Unobserved Components Models,
Siem Jan Koopman and Kai Ming Lee, from Tinbergen Institute
Keywords: Seasonal interaction; Unobserved components; Non-linear state space models

Total Factor Productivity: An Unobserved Components Approach,
Raul Crespo, from School of Economics, University of Bristol, UK (2005)
Keywords: Productivity, Business Cycles, Structural Time Series Models, Unobserved Components.

Testing Stationarity for Unobserved Components Models,
James Morley, Irina Panovska and Tara Sinclair, from School of Economics, The University of New South Wales (2014)
Keywords: Stationarity Test, Likelihood Ratio, Unobserved Components, Parametric Bootstrap, Monte Carlo Simulation, Small-Sample Inference.

Univariate Unobserved-Component Model with Non-Random Walk Permanent Component,
Zhiwei Xu, from University Library of Munich, Germany (2008)
Keywords: Unobserved-Component Model; Random Walk Assumption; Permanent and Transitory Shocks

Univariate Unobserved-Component Model with Non-Random Walk Permanent Component,
Zhiwei Xu, from University Library of Munich, Germany (2008)
Keywords: Unobserved-Component Model; Random Walk Assumption; Permanent and Transitory Shocks

Univariate Unobserved-Component Model with a Non-Random-Walk Permanent Component,
Zhiwei Xu, from University Library of Munich, Germany (2008)
Keywords: Unobserved-Component Model; Random-Walk Assumption; Permanent and Transitory Shocks

Particle Markov Chain Monte Carlo Techniques of Unobserved Component Time Series Models Using Ox,
Nima Nonejad, from Department of Economics and Business Economics, Aarhus University (2013)
Keywords: Particle filter, Metropolis-Hastings, Unobserved components, Bayes

A Time-Series Analysis of the Demand for Life Insurance Companies in Australia: An Unobserved Components Approach,
Liam Lenten and David N. Rulli, in Australian Journal of Management (2006)
Keywords: LIFE INSURANCE; UNOBSERVED COMPONENTS; TIME-SERIES MODELLING

Particle Markov Chain Monte Carlo Techniques of Unobserved Component Time Series Models Using Ox,
Nima Nonejad, from University Library of Munich, Germany (2014)
Keywords: Bayes, Metropolis-Hastings, Particle filter, Unobserved components

Using additional information in estimating output gap in Peru: a multivariate unobserved component approach,
Luis-Gonzalo Llosa, from Econometric Society (2004)
Keywords: Output gap, Inflation, unobserved component model

Estimating Long-Run Relationships between Observed Integrated Variables by Unobserved Component Methods,
Gerdie Everaert, from Ghent University, Faculty of Economics and Business Administration (2007)
Keywords: Spurious Regression, Cointegration, Unobserved Component Model, PPP.

Using additional information in estimating the output gap in Peru: a multivariate unobserved component approach,
Luis-Gonzalo Llosa and Shirley Miller, from Banco Central de Reserva del Perú (2005)
Keywords: Output Gap, Inflation, Unobserved Component Model

Economic Growth from a Structural Unobserved Component Modeling: The Case of Senegal,
Samuel Bates and Cheikh Tidiane Ndiaye, in Economics Bulletin (2014)
Keywords: GDP growth, Unobserved component modeling, Economic history of Senegal

Economic Growth from a Structural Unobserved Component Modeling: The Case of Senegal,
Samuel Bates and Cheikh Tidiane Ndiaye, from HAL (2014)
Keywords: Economic history of Senegal,Unobserved component modeling,GDP growth

Modeling COVID-19 Infection Rates by Regime-Switching Unobserved Components Models,
Paul Haimerl and Tobias Hartl, in Econometrics (2023)
Keywords: COVID-19; regime-switching; unobserved components; Kim filter; Gibbs sampling

Unobserved components model estimates of credit cycles: Tests and predictions,
Andrew Hessler, in Journal of Financial Stability (2023)
Keywords: Business cycle; Credit cycle; Unobserved components model; Bootstrap;

Labour taxes and unemployment evidence from a panel unobserved component model,
Tino Berger and Gerdie Everaert, in Journal of Economic Dynamics and Control (2010)
Keywords: Labour taxes Unemployment Panel cointegration Unobserved components Kalman filter

Is the slope of the Phillips curve time-varying? Evidence from unobserved components models,
Bowen Fu, in Economic Modelling (2020)
Keywords: Bayesian estimation; The slope of the Phillips curve; Unobserved components model;

Measuring time-varying financial market integration: An unobserved components approach,
Tino Berger and Lorenzo Pozzi, in Journal of Banking & Finance (2013)
Keywords: Financial markets; Integration; Factor model; Unobserved component; GARCH;

Multivariate Unobserved Component Model for an Oil-exporting Economy: The Case of Russia,
Andrey Polbin, from University Library of Munich, Germany (2020)
Keywords: oil prices; GDP; consumption; investment; unobserved component model; common growth

Detecting unemployment hysteresis: A simultaneous unobserved components model with Markov switching,
Sabine Klinger and Enzo Weber, in Economics Letters (2016)
Keywords: Hysteresis; Structural unemployment; Business cycle; Unobserved components; Markov switching;

The cyclicality of fiscal policy: New evidence from unobserved components approach,
Omar Bashar, Prasad Bhattacharya and Mark Wohar, in Journal of Macroeconomics (2017)
Keywords: Fiscal policy; Cyclicality; Multivariate unobserved components model; OECD;

Real and financial cycles: estimates using unobserved component models for the Italian economy,
Guido Bulligan, Lorenzo Burlon, Davide Delle Monache and Andrea Silvestrini, in Statistical Methods & Applications (2019)
Keywords: Business cycle, Financial cycle, Unobserved components, Model-based filters

SUR Estimation of Error Components Models With AR(1) Disturbances and Unobserved Endogenous Effects,
Peter Egger, from WIFO (2001)
Keywords: SUR Estimation of Error Components Models With AR(1) Disturbances and Unobserved Endogenous Effects

Real and financial cycles: estimates using unobserved component models for the Italian economy,
Guido Bulligan, Lorenzo Burlon, Davide Delle Monache and Andrea Silvestrini, from Bank of Italy, Economic Research and International Relations Area (2017)
Keywords: business cycle, financial cycle, unobserved components, model-based filters

Measuring real and financial cycles in Luxembourg: An unobserved components approach,
Paolo Guarda and Alban Moura, from Central Bank of Luxembourg (2019)
Keywords: Financial cycles, unobserved component time series models, Luxembourg.

An unobserved component analysis of Malaysia’s house prices,
Siti Nurazira Mohd Daud and Ainulashikin Marzuki, in International Journal of Housing Markets and Analysis (2018)
Keywords: Malaysia, Developing countries, House prices, Markov switching, House price index, Trend and cycle, Unobserved components

Unobserved-Components Models for Seasonal Adjustment Filters,
Peter Burridge and Kenneth Wallis, from University of Warwick, Department of Economics (1983)
Keywords: time series : seasonal adjustment ; signal extraction ; X-11 method ; unobserved-components models ; ARIMA models

A multivariate unobserved component analysis of US housing market,
Mohamadou Fadiga and Yongsheng Wang, in Journal of Economics and Finance (2009)
Keywords: Common Factors, Housing Prices, Kalman Filter, Unobserved Components, State-space, E30, G0, R31,

How Are Shocks to Trend and Cycle Correlated? A Simple Methodology for Unidentified Unobserved Components Models,
Daisuke Nagakura, from Institute for Monetary and Economic Studies, Bank of Japan (2008)
Keywords: Business Cycle Analysis, Trend, Cycle, Permanent Component, Transitory Component, Unobserved Components Model

OUTPUT GAP IN TRANSITION ECONOMIES USING UNOBSERVED COMPONENT METHOD: THE CASE OF CZECH REPUBLIC, ESTONIA AND KOSOVO,
Albulene Kastrati, Geoff Pugh and Valentin Toci, in Economic Thought and Practice (2017)
Keywords: Output Gap, Unobserved Components Model, Kalman Filter, Transition Economies

Flattening of the Phillips Curve and the Role of Oil Price: An Unobserved Components Model for the USA and Australia,
Antonio Paradiso and B. Rao, from University Library of Munich, Germany (2011)
Keywords: Unobserved components, Harvey, USA, Australia, Flattening of the Phillips curve and Oil prices

Flattening of the Phillips curve and the role of the oil price: An unobserved component model for the USA and Australia,
Antonio Paradiso and B. Rao, in Economics Letters (2012)
Keywords: Unobserved component model; USA; Australia; Flattening Phillips curve; Oil price;

Growth cycles and business cycles of the Chinese economy through the lens of the unobserved components model,
Yang Han, Zehao Liu and Jun Ma, in China Economic Review (2020)
Keywords: Unobserved components model; Growth cycles; Business cycles; Phillips curve;

Unemployment Rates Forecasts – Unobserved Component Models Versus SARIMA Models In Central And Eastern European Countries,
Barbara Będowska-Sójka, in Comparative Economic Research (2017)
Keywords: unemployment rate, unobserved component, SARIMA models, forecasting accuracy

Foreign Property Shocks and the Impact on Domestic Securitized Real Estate Markets: An Unobserved Components Approach,
Patrick Wilson, Simon Stevenson and Ralf Zurbruegg, in The Journal of Real Estate Finance and Economics (2007)
Keywords: Structural time series models, Cointegration, Unobserved components, Property market shocks,

Particle Markov Chain Monte Carlo Techniques of Unobserved Component Time Series Models Using Ox,
Nonejad Nima, in Journal of Time Series Econometrics (2016)
Keywords: Bayes, Gibbs, Metropolis–Hastings, particle filter, unobserved components

Disentangling Business Cycles and Macroeconomic policy in Mercosur: a VAR and an Unobserved Components Models Approaches,
Jean-Pierre Allegret, in Journal of Economic Integration (2007)
Keywords: Business Cycles; OCA; Co-movement; VAR; Unobserved components model; Mercosur

Disentangling business cycles and macroeconomic policy in Mercosur: a VAR and unobserved components model approaches,
Jean-Pierre Allegret and Alain Sand-Zantman, from HAL (2006)
Keywords: Business Cycles,OCA,Comovement,VAR,Unobserved components model,Mercosur

Disentangling business cycles and macroeconomic policy in Mercosur: a VAR and unobserved components model approaches,
Jean-Pierre Allegret and Alain Sand-Zantman, from HAL (2007)
Keywords: Business Cycles,OCA,Co-movement,VAR,Unobserved components model,Mercosur

Revisiting the Dollar-Euro Permanent Equilibrium Exchange Rate: Evidence from Multivariate Unobserved Components Models,
Xiaoshan Chen and Ronald MacDonald, from Scottish Institute for Research in Economics (SIRE) (2010)
Keywords: Permanent Equilibrium Exchange Rate, Unobserved Components Model, Exchange rate forecasting,

Measuring the Euro-Dollar Permanent Equilibrium Exchange Rate using the Unobserved Components Model,
Xiaoshan Chen and Ronald MacDonald, from Scottish Institute for Research in Economics (SIRE) (2014)
Keywords: Permanent Equilibrium Exchange Rate, Unobserved Components Model, Exchange rate forecasting,

Measuring the dollar–euro permanent equilibrium exchange rate using the unobserved components model,
Xiaoshan Chen and Ronald MacDonald, in Journal of International Money and Finance (2015)
Keywords: Permanent equilibrium exchange rate; Unobserved components model; Exchange rate forecasting;

Measuring the Euro-Dollar Permanent Equilibrium Exchange Rate using the Unobserved Components Model,
Xiaoshan Chen and Ronald MacDonald, from University of Stirling, Division of Economics (2014)
Keywords: Exchange rate forecasting; Unobserved Components Model; Permanent Equilibrium Exchange Rate

A New Look at China’s Output Fluctuations: Quarterly GDP Estimation with an Unobserved Components Approach,
Yueqing Jia, from The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting (2011)
Keywords: Business cycle, economic growth, temporal disaggregation unobserved components, China

Valid Inference for a Class of Models Where Standard Inference Performs Poorly: Including Nonlinear Regression, ARMA, GARCH, and Unobserved Components,
Jun Ma and Charles Nelson, from Institute for Advanced Studies (2010)
Keywords: ARMA, unobserved components, state space, GARCH, zero-information-limit-condition

Revisiting the Dollar-Euro Permanent Equilibrium Exchange Rate: Evidence from Multivariate Unobserved Components Models,
Xiaoshan Chen and Ronald MacDonald, from Business School - Economics, University of Glasgow (2010)
Keywords: Permanent Equilibrium Exchange Rate; Unobserved Components Model; Exchange rate forecasting.

How Are Shocks to Trend and Cycle Correlated? A Simple Methodology for Unidentified Unobserved Components Models,
Daisuke Nagakura, from Institute of Economic Research, Hitotsubashi University (2011)
Keywords: Unobserved components model, Trend, Cycle, Business Cycle Analysis

Unobserved components model(s): output gaps and financial cycles,
Justine Guillochon and Julien Le Roux, from European Central Bank (2023)
Keywords: financial cycle, monetary policy, Output gap, potential output, unobserved com-ponents model

Automatic selection of unobserved components models for supply chain forecasting,
Marco A. Villegas and Diego J. Pedregal, in International Journal of Forecasting (2019)
Keywords: Automatic forecasting; Model selection; State space; Unobserved components; Kalman filter; Business analytics;

Idiosyncratic labour income risk and aggregate consumption: An unobserved component approach,
Lorenzo Pozzi, in Journal of Macroeconomics (2010)
Keywords: Labour income uncertainty Consumption Precaution State space models GARCH errors Unobserved component Bayesian

Testing for time variation in an unobserved components model for the U.S. economy,
Tino Berger, Gerdie Everaert and Hauke Vierke, in Journal of Economic Dynamics and Control (2016)
Keywords: Bayesian model selection; Stochastic volatility; Unobserved components; Output gap; Phillips curve; Okun׳s law;

Empirical tests on the asset pricing model with liquidity risk: An unobserved components approach,
Malick Fall, Waël Louhichi and Jean-Laurent Viviani, in Economic Modelling (2019)
Keywords: Liquidity risk; Liquidity premium; Conditional liquidity-adjusted CAPM; Unobserved components models;

An Unobserved Components Model of the Monetary Transmission Mechanism in a Closed Economy,
Francis Vitek, from University Library of Munich, Germany (2006)
Keywords: Monetary policy analysis; Unobserved components model; Indicators of inflationary pressure; Monetary transmission mechanism; Forecast performance evaluation

A threshold unobserved components model of housing bubbles: timings and effectiveness of monetary policies,
MeiChi Huang, in Empirical Economics (2020)
Keywords: Monetary policy, Threshold unobserved components model, Housing bubble, Federal funds rate

Bayesian analysis of structural correlated unobserved components and identification via heteroskedasticity,
Mengheng Li and Ivan Mendieta-Muñoz, in Studies in Nonlinear Dynamics & Econometrics (2022)
Keywords: identification via heteroskedasticity, permanent and transitory shocks, spillover structural effects, state space models, trends and cycles, unobserved components

Empirical tests on the asset pricing model with liquidity risk: An unobserved components approach,
Malick Fall, Waël Louhichi and Jean-Laurent Viviani, from HAL (2019)
Keywords: Liquidity risk Liquidity premium Conditional liquidity-adjusted CAPM Unobserved components models

Idiosyncratic Labour Income Risk and Aggregate Consumption: an Unobserved Component Approach,
Lorenzo Pozzi, from Tinbergen Institute (2007)
Keywords: Labour income uncertainty; consumption; precaution; state space models; GARCH errors; unobserved component; Bayesian

Unobserved Components with Stochastic Volatility in U.S. Inflation: Estimation and Signal Extraction,
Mengheng Li and Siem Jan Koopman, from Tinbergen Institute (2018)
Keywords: Importance Sampling, Kalman Filter, Monte Carlo Simulation, Stochastic Volatility, Unobserved Components Time Series Model, Inflation

Consumption and wealth in the long run: an integrated unobserved component approach,
Malin Gardberg and Lorenzo (L.C.G.) Pozzi, from Tinbergen Institute (2018)
Keywords: consumption; wealth; cay; financial liberalization; stationarity; excess returns; unobserved component; Bayesian

An unobserved components common cycle for Australasia? Implications for a common currency,
Viv Hall and Christopher McDermott, from Victoria University of Wellington, School of Economics and Finance (2011)
Keywords: Australasian common cycle, regional cycles, Unobserved components, common currency, New Zealand, Australia,

The multivariate simultaneous unobserved components model and identification via heteroskedasticity,
Mengheng Li and Ivan Mendieta-Muñoz, from Economics Discipline Group, UTS Business School, University of Technology, Sydney (2019)
Keywords: Unobserved components; identification via heteroskedasticity; trends and cycles; permanent and transitory shocks; state space models; spillover structural effects

Unobserved components models with stochastic volatility for extracting trends and cycles in credit,
Martin O'Brien and Sofia Velasco, from Central Bank of Ireland (2020)
Keywords: Credit imbalances, cyclical systemic risk, financial cycle, macroprudential analysis, multivariate unobserved-components models, stochastic volatility .

Unobserved Components Model(s): Output Gaps and Financial Cycles,
Justine Guillochon and Julien Le Roux, from Banque de France (2023)
Keywords: Output Gap, Potential Output, Financial Cycle, Monetary Policy, Unobserved Components Model.

An unobserved components model of total factor productivity and the relative price of investment,
Joshua Chan and Edouard Wemy, from Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2020)
Keywords: Business cycles, Investment-specific technological change, Total Factor Productivity, Unobserved Components Model

The Equilibrium Rate of Unemployment and the Real Exchange Rate: An Unobserved Components System Approach,
Hans Lindblad and Peter Sellin, from Sveriges Riksbank (Central Bank of Sweden) (2003)
Keywords: Natural Rate; NAIRU; Equilibrium real exchange rate; Phillips curve; Unobserved-components model

An Unobserved Components Model of the Monetary Transmission Mechanism in a Small Open Economy,
Francis Vitek, from University Library of Munich, Germany (2006)
Keywords: Monetary policy analysis; Inflation targeting; Small open economy; Unobserved components model; Indicators of inflationary pressure; Monetary transmission mechanism; Forecast performance evaluation

Estimation of Korean Monthly GDP with Mixed-Frequency Data using the Unobserved Component Error Correction Model (in Korean),
Ki-Ho Kim, in Economic Analysis (Quarterly) (2007)
Keywords: mixed frequency data, unobserved component vector error correction model, monthly GDP

Unobserved Component Model with Observed Cycle. Use of BTS Data for Short-Term Forecasting of Industrial Production,
Sławomir Dudek and Dawid Pachucki, in Prace i Materiały (2011)
Keywords: industrial production, business tendency survey, short-term forecasting, unobserved component model,

Cyclical convergence in per capita carbon dioxide emission in US states: A dynamic unobserved component approach,
de Lucas Santos Sonia, María Jesús Delgado-Rodríguez and Alfredo Cabezas-Ares, in Energy (2021)
Keywords: CO2 emissions; Dynamic unobserved component model; Factor model; Cyclical convergence; Climate change policy;

Political uncertainty and behavior of Tunisian stock market cycles: Structural unobserved components time series models,
Afef Trabelsi Mnif, in Research in International Business and Finance (2017)
Keywords: Tunisian revolution; Political uncertainty; Stock market cycles; Structural unobserved components; Time series models;

Locating change-points in Hodrick–Prescott trends with an application to US real GDP: A generalized unobserved components model approach,
Gawon Yoon, in Economic Modelling (2015)
Keywords: Hodrick–Prescott trends; Change-points; Hodrick–Prescott filter; Generalized unobserved components model;

Should I open to forecast? Implications from a multi-country unobserved components model with sparse factor stochastic volatility,
Ping Wu, in International Journal of Forecasting (2024)
Keywords: Factor stochastic volatility; Sparsification; Unobserved components models; Global business cycle; Bayesian;

A contribution to the analysis of historical economic fluctuations (1870–2010): filtering, spurious cycles, and unobserved component modeling,
José Luis Cendejas Bueno, Félix-Fernando Muñoz and Nadia Fernández- de-Pinedo, in Cliometrica (2017)
Keywords: Historical business cycles, Spectral analysis, Unobserved component models, Maddison’s time series

A contribution to the analysis of historical economic fluctuations (1870-2010): filtering, spurious cycles and unobserved component modelling,
José Luis Cendejas Bueno, Félix-Fernando Muñoz and Nadia Fernández-de-Pinedo, from Universidad Autónoma de Madrid (Spain), Department of Economic Analysis (Economic Theory and Economic History) (2015)
Keywords: historical business cycles; spectral analysis; unobserved component models; Maddison’s time series.

Semi-Structural VAR and Unobserved Components Models to Estimate Finance-Neutral Output Gap,
Gábor Kátay, Lisa Kerdelhué and Matthieu Lequien, from Banque de France (2020)
Keywords: Unobserved Components model, semi-structural VAR, output gap, financial cycle, sustainable growth, credit, house prices, advanced economies.

Semi-Structural VAR and Unobserved Components Models to Estimate Finance-Neutral Output Gap,
Gábor Kátay, Lisa Kerdelhué and Matthieu Lequien, from Joint Research Centre, European Commission (2020)
Keywords: unobserved components model, semi-structural VAR, output gap, financial cycle, sustainable growth, credit, house prices, advanced economies

Does time-variation matter in the stochastic volatility components for G7 stock returns,
Afees Salisu and Ahamuefula Ogbonna, from Centre for Econometric and Allied Research, University of Ibadan (2018)
Keywords: Bayesian; Bayes factor; Transitory component; Trend component; Unobserved Component Model

Distinguishing between recurring and nonrecurring components of earnings using unobserved components modeling,
Jesse Gardner, Richard G. Sloan and Joon Sang Yoon, in Journal of Accounting and Economics (2024)
Keywords: Transitory components; Recurring earnings; Valuation; Financial analysis;

Monetary Policy Analysis and Forecasting in the World Economy: A Panel Unobserved Components Approach,
Francis Vitek, from International Monetary Fund (2009)
Keywords: WP;mover accent; Monetary policy analysis; forecasting; world economy; panel unobserved components model; Bayesian conditioning on judgment; consumption price inflation; peak inflation control effect; output growth; inflation rise; stochastic process; cross economy equality restriction; response coefficient; monetary policy shock; Short term interest rates; Output gap; Inflation; Real effective exchange rates; Long term interest rates; Global

Policy Analysis and Forecasting in the World Economy: A Panel Unobserved Components Approach,
Francis Vitek, from International Monetary Fund (2012)
Keywords: WP;interest rate;monetary policy;risk premium; Monetary policy analysis; Fiscal policy analysis; Spillover analysis; Forecasting; World economy; Panel unobserved components model; Bayesian econometrics; terms of trade; price inflation; transmission mechanism; business cycle; cross-economy equality restriction; recipient economy; current account; policy interest rate; Current account balance; Central bank policy rate; Market interest rates; Return on investment; Inflation; Global

Testing for conditional heteroscedasticity in the components of inflation,
Carmen Broto and Esther Ruiz, from Banco de España (2008)
Keywords: Leverage effect, QGARCH, seasonality, structural time series models, unobserved component

Comparing Semi-Structural Methods to Estimate Unobserved Variables: The HPMV and Kalman Filters Approaches,
Laurence Boone, from OECD Publishing (2000)
Keywords: Kalman filter, NAIRU, standard errors, unobserved component models