Applications of the Kalman Filter in Short-Run Monetary Control

Stephen F. LeRoy, Roger N. Waud

DOI: 10.2307/2525777

International Economic Review

Data up to Jan 2025

Published1977

Citations47

References2

Fields

Computer science Economics Econometrics Artificial intelligence

Total Citations Per Year

Abstract

References (2)

Optimal Choice of Monetary Policy Instruments in a Simple Stochastic Macro Model

1970 • 1,312 citations

Analysis and control of dynamic economic systems

1975 • 848 citations

Cited By (0)

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Applications of the Kalman Filter in Short-Run Monetary Control (1977) – International Economic Review | Metascience Observatory Explorer