Search Results for state-space models

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Potential Output is a key factor for debt sustaintability analysis and for developing strategies...

This paper applies a state-space approach to estimate the implicit inflation target of the South...

This paper incorporates market-based inflation expectations to the growing literature on trend...

The paper estimates two time-varying parameter models of Chilean inflation: a Phillips curve...

This paper uses the classical (level) definition of business cycles to analyze the...

In recent years, term premia have been very low and sometimes even negative. Now, with the United...