Search found 5 matches

by hawa.dl
Mon Jun 15, 2015 3:05 am
Forum: Estimation
Topic: output gap estimation
Replies: 7
Views: 7504

Re: output gap estimation

ooh too bad for me
thank you trubador for answering! have you an another software to suggere me ? thank you
by hawa.dl
Mon Jun 15, 2015 1:22 am
Forum: Estimation
Topic: output gap estimation
Replies: 7
Views: 7504

Re: output gap estimation

hi if i want to introduce a bayesian approach with gamma distributed priors on the parameters and i write this code 'borio @signal log(gdp)*100 = gdp_trend + c(2)*(gdp(-1) - gdp_trend1) + c(3)*d(cred(-1)) + [var=lambda*exp(c(1))] @state gdp_trend = gdp_trend (-1) + dgdp_trend (-1) @state dgdp_trend ...
by hawa.dl
Tue Jun 09, 2015 7:59 am
Forum: Estimation
Topic: output gap estimation
Replies: 7
Views: 7504

Re: output gap estimation

thank you very much trubador, i am going to try it!
by hawa.dl
Tue Jun 09, 2015 6:47 am
Forum: Estimation
Topic: output gap estimation
Replies: 7
Views: 7504

Re: output gap estimation

hello
yes i have
for 1) i think i have a solution but anything for the second one!
by hawa.dl
Fri Jun 05, 2015 12:05 am
Forum: Estimation
Topic: output gap estimation
Replies: 7
Views: 7504

output gap estimation

Hi everyone ! I'm new to eviews and i want to incorporate fianancials variables in the estimation of US output gap by using the kalman filter with the multivariate unobserved components models (harvey 1989). I have 2 variables sp500 and credit growth rate . For the sp500 i write this code after deco...

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