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Estimation of the potential GDP by a new robust filter method - MaRDI portal

Estimation of the potential GDP by a new robust filter method (Q6090375)

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scientific article; zbMATH DE number 7764880
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Estimation of the potential GDP by a new robust filter method
scientific article; zbMATH DE number 7764880

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    Estimation of the potential GDP by a new robust filter method (English)
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    14 November 2023
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    potential GDP
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    robust filtering
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    polytopic and quadratically bounded uncertainties
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    linear matrix inequality
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    unobserved components model
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    trend-cycle decomposition
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