Estimation of the potential GDP by a new robust filter method
CC BY
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| Định dạng: | Sách |
| Ngôn ngữ: | English |
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Springer
2023
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| Truy cập trực tuyến: | https://link.springer.com/article/10.1007/s10100-023-00851-7 https://dlib.phenikaa-uni.edu.vn/handle/PNK/8386 |
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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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1764992810039115776 |
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8.891145 |