Thank You. I have one more question.
I now try to estimate NAIRU with the same equations but I want unemployment gap (unemp_de-nairu) to be AR(2), for example.
How can I do it in the same specification window in the way that all my other equations and names will not change?
Search found 6 matches
- Sun Apr 22, 2018 2:43 pm
- Forum: Estimation
- Topic: Kalman filter and NAIRU
- Replies: 5
- Views: 4514
- Fri Apr 20, 2018 3:38 am
- Forum: Estimation
- Topic: Kalman filter and NAIRU
- Replies: 5
- Views: 4514
Re: Kalman filter and NAIRU
I took it from here http://forums.eviews.com/viewtopic.php?f=4&t=4366. I now tried to estimate without fixing the value of the NAIRU variance and then for some countries, it works (with my previously defined state and signal equations) but for some countries, it does not work. It gives NA-s. Als...
- Thu Apr 19, 2018 9:19 am
- Forum: Estimation
- Topic: Kalman filter and NAIRU
- Replies: 5
- Views: 4514
Re: Kalman filter and NAIRU
Hello! Now I have tried to estimate something but I am not sure if this is right or not. For example, I have formed these signal and state equations basically for all the European Union countries (this specific example is for Spain): @signal hicp_es=c(1)*hicp_lag_es + c(2)*(unemp_es-nairu) + c(3)*hi...
- Wed Apr 18, 2018 12:52 am
- Forum: Installation and Registration
- Topic: EViews sample workfiles
- Replies: 3
- Views: 19918
Re: EViews sample workfiles
Dear Gareth,
Thank You.
But are there any EViews example files for estimating NAIRU (for example, with Kalman filter)? Or airline.wf1 is the main Kalman filter/state-space model example workfile?
Best regards,
Marleen
Thank You.
But are there any EViews example files for estimating NAIRU (for example, with Kalman filter)? Or airline.wf1 is the main Kalman filter/state-space model example workfile?
Best regards,
Marleen
- Sun Apr 15, 2018 10:58 am
- Forum: Installation and Registration
- Topic: EViews sample workfiles
- Replies: 3
- Views: 19918
EViews sample workfiles
Hello! I would like to know if it is possible to get older EViews sample workfiles as well or could You help me finding one specific workfile. I am trying to estimate NAIRU with Kalman filter for European Union countries. I have EViews 10 and wanted to see some state-space model examples. I found on...
- Thu Apr 12, 2018 8:15 am
- Forum: Estimation
- Topic: Kalman filter and NAIRU
- Replies: 5
- Views: 4514
Kalman filter and NAIRU
Hello! I am new in using EViews, so I need some help. I would like to model NAIRU in the European Union countries with unemployment rate. I have quarterly rates from the beginning of 2000 until 2017Q3 for all the 28 EU countries. I have already modelled NAIRUs with Hodrick-Prescott filter but now I ...