Search found 6 matches

by mpetroks
Sun Apr 22, 2018 2:43 pm
Forum: Estimation
Topic: Kalman filter and NAIRU
Replies: 5
Views: 290

Re: Kalman filter and NAIRU

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?
by mpetroks
Fri Apr 20, 2018 3:38 am
Forum: Estimation
Topic: Kalman filter and NAIRU
Replies: 5
Views: 290

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...
by mpetroks
Thu Apr 19, 2018 9:19 am
Forum: Estimation
Topic: Kalman filter and NAIRU
Replies: 5
Views: 290

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...
by mpetroks
Wed Apr 18, 2018 12:52 am
Forum: Installation and Registration
Topic: EViews sample workfiles
Replies: 3
Views: 267

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
by mpetroks
Sun Apr 15, 2018 10:58 am
Forum: Installation and Registration
Topic: EViews sample workfiles
Replies: 3
Views: 267

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...
by mpetroks
Thu Apr 12, 2018 8:15 am
Forum: Estimation
Topic: Kalman filter and NAIRU
Replies: 5
Views: 290

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 ...

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