Estimation of Unobserved Expected Monthly Inflation Using Kalman Filtering

• 1 April 1986
• journal article
• Published by JSTOR in Journal of Business & Economic Statistics
• Vol. 4  (2) , 147
• https://doi.org/10.2307/1391314

Abstract

Keywords

• KALMAN FILTERING
• USING KALMAN
• EXPECTED MONTHLY
• MONTHLY INFLATION
• INFLATION USING
• UNOBSERVED