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RATS programs to replicate Ozbek and Ozlale state space model with time-varying coefficients

Author

Listed:
  • Tom Doan

    (Estima)

Programming Language RATS Abstract
Replication file for Ozbek and Ozlale(2005), "Employing the extended Kalman filter in measuring the output gap," Journal of Economic Dynamics and Control, vol. 29, no. 9, pages 1611-1622. Demonstrates extended Kalman filter.

Suggested Citation

  • Tom Doan, "undated". "RATS programs to replicate Ozbek and Ozlale state space model with time-varying coefficients," Statistical Software Components RTZ00128, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:rtz00128
    Note: RPF and SRC files are plain text. See https://www.estima.com/ratsfiletypes.shtml
    as

    Download full text from publisher

    File URL: https://www.estima.com/procs_perl/ozbekozlale_jedc_2005.zip
    Download Restriction: no
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