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by NicoMillonario
Sun Aug 31, 2014 3:25 pm
Forum: Estimation
Topic: Output Gap and Kalman Filter
Replies: 1
Views: 3759

Output Gap and Kalman Filter

Hi everyone. My name is Nicolás and I´m trying to use the kalman filter in order to estimate the output gap. I´m using this paper as reference: http://www.rbnz.govt.nz/research_and_publications/seminars_and_workshops/112040/5apr02gerlach.pdf , but Im not sure which is the correct form to write the s...

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