MULTIVARIATE KALMAN FILTER
Posted: Thu Apr 13, 2017 3:44 am
Respected Sir
I am looking to replicate the IMF working paper titled, "Beneš, J., Clinton, K., García-Saltos, R., Johnson, M., Laxton, D., Manchev, P. B., & Matheson, T. (2010). “Estimating Potential Output with a Multivariate Filter,” IMF Working Paper, WP/10/285, for Indian economy. Could you help me on this ??
Regards
Deepika
I am looking to replicate the IMF working paper titled, "Beneš, J., Clinton, K., García-Saltos, R., Johnson, M., Laxton, D., Manchev, P. B., & Matheson, T. (2010). “Estimating Potential Output with a Multivariate Filter,” IMF Working Paper, WP/10/285, for Indian economy. Could you help me on this ??
Regards
Deepika