⌘+K

Pulse Explore Communities Researchers Journals

Home Communities Explore

April 1, 1986Journal of Business and Economic Statistics

Estimation of Unobserved Expected Monthly Inflation Using Kalman Filtering

Edwin Burmeister Kent D. Wall James Hamilton

View at Publisher

Ask AI

Bookmark

Share

Abstract

Edwin Burmeister, Kent D. Wall, James D. Hamilton, Estimation of Unobserved Expected Monthly Inflation Using Kalman Filtering, Journal of Business & Economic Statistics, Vol. 4, No. 2 (Apr., 1986), pp. 147-160

Discussion

No takes yet. Share an insight, caveat, or question.

Cite This Study

Burmeister et al. (1986) studied this question.

synapsesocial.com/papers/6a6f8b5ba528af2d65c30aa0 https://doi.org/10.2307/1391314

View at Publisher

Ask AI

Bookmark

Share

Keep reading

Synapse has enriched 5 related papers. Consider them for comparative context:

1The Identification Problem for Multiple Equation Systems with Moving Average ErrorsOriginal Research · 1971 · 184 citations
2Money, Real Interest Rates, and Output: A Reinterpretation of Postwar U.S. DataOriginal Research · 1985 · 234 citations
3The Efficiency vs. Pricing Accuracy Trade-Off in GMM Estimation of Multifactor Linear Asset Pricing ModelsJournal of Business and Economic Statistics · Wed,
4Estimating Unobserved Cross-Sectional Network Links with Large-T Panel DataJournal of Business and Economic Statistics · Tue,
5Testing High-Dimensional Effects in Quantile Regression with High-Dimensional Confounding: A Decorrelated ApproachJournal of Business and Economic Statistics · Tue,

More from Journal of Business and Economic Statistics

Testing Alphas in Linear Factor Models: A Portfolio ApproachThu,
Approximate Factor Models for Functional Time SeriesFri,
Specification LASSO and a Flexible Characteristics-Based Asset Pricing ModelTue,
Matrix Quantile Factor ModelTue,
A family of coherent risk measures: an infinite weighted average of Value-at-RiskMon,