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Estimation of the potential GDP by a new robust filter method

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Bibliographic Details
Main Authors: Éva, Gyurkovics, Tibor, Takács
Format: Book
Language:English
Published: Springer 2023
Subjects:
potential GDP
robust filter method
Online Access:https://link.springer.com/article/10.1007/s10100-023-00851-7
https://dlib.phenikaa-uni.edu.vn/handle/PNK/8386
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spelling oai:localhost:PNK-83862023-05-04T03:46:39Z Estimation of the potential GDP by a new robust filter method Éva, Gyurkovics Tibor, Takács potential GDP robust filter method CC BY The first purpose of this paper is to propose a theoretically new robust filter method to estimate non-observable macroeconomic indicators. The second purpose is to apply the proposed method to estimate the Hungarian potential GDP in 2000–2021. The novelty of the proposed filter method is that — unlike papers published so far — it does not require the stability of the dynamic model, only a partial stability condition must be satisfied. Moreover, such time-dependent uncertainties and nonlinearities can arise in the model that satisfy a general quadratic constraint. An important advantage of the proposed robust filter method over the traditional Kalman filter is that no stochastic assumptions is needed that may not be valid for the problem at hand. The proposed filter method has never been applied to estimate the potential GDP. 2023-05-04T03:46:39Z 2023-05-04T03:46:39Z 2023 Book https://link.springer.com/article/10.1007/s10100-023-00851-7 https://dlib.phenikaa-uni.edu.vn/handle/PNK/8386 en application/pdf Springer
institution Digital Phenikaa
collection Digital Phenikaa
language English
topic potential GDP
robust filter method
spellingShingle potential GDP
robust filter method
Éva, Gyurkovics
Tibor, Takács
Estimation of the potential GDP by a new robust filter method
description CC BY
format Book
author Éva, Gyurkovics
Tibor, Takács
author_facet Éva, Gyurkovics
Tibor, Takács
author_sort Éva, Gyurkovics
title Estimation of the potential GDP by a new robust filter method
title_short Estimation of the potential GDP by a new robust filter method
title_full Estimation of the potential GDP by a new robust filter method
title_fullStr Estimation of the potential GDP by a new robust filter method
title_full_unstemmed Estimation of the potential GDP by a new robust filter method
title_sort estimation of the potential gdp by a new robust filter method
publisher Springer
publishDate 2023
url https://link.springer.com/article/10.1007/s10100-023-00851-7
https://dlib.phenikaa-uni.edu.vn/handle/PNK/8386
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score 8.891145

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