KALMAN FILTERING ESTIMATION OF UNOBSERVED RATIONAL-EXPECTATIONS WITH AN APPLICATION TO THE GERMAN HYPERINFLATION

被引：49

作者：

BURMEISTER, E ^{[1
]}

WALL, KD ^{[1
]}

机构：

[1] UNIV VIRGINIA,CHARLOTTESVILLE,VA 22901

来源：

关键词：

D O I：

10.1016/0304-4076(82)90021-5

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：255 / 284

页数：30

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[2]

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[4]

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[5]

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[6]

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[7]

BURMEISTER E, 1983, UNPUB J EC DYNAMICS

[8]

BURMEISTER E, 1980, J MONEY CREDIT B NOV

[9]

BURMEISTER E, 1979, RATIONAL EXPECTATION

CAINES, PE .