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Estimation of Unobserved Expected Monthly Inflation Using Kalman Filtering

Edwin Burmeister, Kent D. Wall, James Hamilton
DOI: 10.2307/1391314
Journal of Business and Economic Statistics

Data up to Jan 2025

Published1986
Citations33
References0
Fields
EconomicsMathematicsComputer sciencePhysicsEconometricsStatisticsManagement

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Estimation of Unobserved Expected Monthly Inflation Using Kalman Filtering (1986) – Journal of Business and Economic Statistics | Metascience Observatory Explorer