Hi,
Am I asking the question in the right discussion?
Thanks,
Aniss
Search found 3 matches
- Wed Dec 08, 2021 9:50 am
- Forum: Econometric Discussions
- Topic: Historical decomposition
- Replies: 2
- Views: 11440
- Mon Dec 06, 2021 10:13 am
- Forum: Econometric Discussions
- Topic: Historical decomposition
- Replies: 2
- Views: 11440
Historical decomposition
Hi, I'm using Eviews 11 and I would like to know if it is possible to perform historical decomposition outside the estimation sample. The problem is that with the data since Covid the model I'm using is now explosive do to the data outliers. So basically I would like to know the historical decomposi...
- Mon Feb 03, 2020 9:40 pm
- Forum: Estimation
- Topic: Estimating the FED implicit inflation target: A state space approach
- Replies: 0
- Views: 7172
Estimating the FED implicit inflation target: A state space approach
Hi, I'm trying to replicated the model attached. https://www.sciencedirect.com/science/article/pii/S016518890700190X However, I'm do not know how to specify the variance for the state and the signal in Eviews for a giving lamda value. Moreover, can I set the first value of the RW to a certain value ...