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Hi there, I wonder if there is any way to figure out the cumulative sum of estimated parameters to identify the sign of the relationship. The original studies of Shuping, Hurn and Phillips do not include any explanation for the (cumulative) sign but sometimes it is very important. Any suggestions ar...

Hi all, i wish to replicate Sinclair’s paper (The Relationships between Permanent and Transitory Movements in U.S. Output and the Unemployment Rate, 2009) using eviews. My model as fallows: param C(6) 4.000173 c(8) 3.646685 c(14) 1.267028 c(1) 0.4 c(2) 0.450644 c(16) 0.208434 c(7) 1.4 c(9) -0.179 c(...

I would like to use Kalman Filter for estimating the NAIRU. I'am using the model : @signal ur = trend + gap @state trend = trend(-1) + kappa(-1)+ [var = exp(c(1))] @state kappa = kappa(-1) + [var = exp(c(2))] @state gap = gap(-1) + [var = exp(c(3))] ur:unemployment kappa:drift term trend: long term ...