Expectations, Learning and the Kalman Filter
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Citations
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Cited by:
- Giorgio Valente, 2003. "Monetary policy rules and regime shifts," Applied Financial Economics, Taylor & Francis Journals, vol. 13(7), pages 525-535.
- Vitor Leone, 2011. "From Property Companies to Real Estate Investment Trusts: The Impact of Economic and Property Factors on UK Listed Property Returns," Economic Issues Journal Articles, Economic Issues, vol. 16(1), pages 19-36, March.
- Priestley, Richard, 1996. "The arbitrage pricing theory, macroeconomic and financial factors, and expectations generating processes," Journal of Banking & Finance, Elsevier, vol. 20(5), pages 869-890, June.
- Shepherd, Ben, 2012.
"When are adaptive expectations rational? A generalization,"
Economics Letters, Elsevier, vol. 115(1), pages 4-6.
- Shepherd, Ben, 2011. "When are adaptive expectations rational? A generalization," MPRA Paper 34644, University Library of Munich, Germany.
- ReneƩa Koekemoer, 2001. "Variable Parameter Estimation Of Consumer Price Expectations For The South African Economy," South African Journal of Economics, Economic Society of South Africa, vol. 69(1), pages 1-39, March.
- Roula INGLESI-LOTZ & Renee VAN EYDEN & Charlotte DU TOIT, 2014. "The evolution and contribution of technological progress to the South African economy: Growth accounting and Kalman filter application," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 14(1), pages 175-188.
- Inglesi-Lotz, R., 2011. "The evolution of price elasticity of electricity demand in South Africa: A Kalman filter application," Energy Policy, Elsevier, vol. 39(6), pages 3690-3696, June.
- Vitor Leone, 2010. "From Property Companies to Real Estate Investment Trusts: The Impact of Economic and Property Factors in the UK Commercial Property Returns," NBS Discussion Papers in Economics 2010/4, Economics, Nottingham Business School, Nottingham Trent University.
- Mark Holmes, 2000. "Monetary Shocks, Inflation and the Asymmetric Adjustment of EU Output," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 27(3), pages 253-263, September.
- J. L. Ford & Wee Ching Pok & S. Poshakwale, 2006. "The Predictability of KLSE CI Stock Index Futures Returns and The Conditional Multifactor APT Model," Discussion Papers 06-09, Department of Economics, University of Birmingham.
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