On filtering auxiliary information in short-run monetary policy
- 31 December 1977
- journal article
- Published by Elsevier in Carnegie-Rochester Conference Series on Public Policy
- Vol. 7, 39-84
- https://doi.org/10.1016/0167-2231(77)90018-5
Abstract
No abstract availableKeywords
This publication has 10 references indexed in Scilit:
- Minimum average risk estimators for coefficients in linear modelsCommunications in Statistics - Theory and Methods, 1976
- Estimation in the Presence of Stochastic Parameter VariationEconometrica, 1976
- Structure determination and parameter identification for multivariable stochastic linear systemsIEEE Transactions on Automatic Control, 1975
- Judging the Performance of Econometric Models of the U.S. EconomyInternational Economic Review, 1975
- The Ex Ante Prediction Performance of the St. Louis and FRB-MIT-PENN Econometric Models and Some Results on Composite PredictorsJournal of Money, Credit and Banking, 1975
- Econometric Estimation of Stochastic Differential Equation SystemsEconometrica, 1972
- Best Linear Unbiased Interpolation, Distribution, and Extrapolation of Time Series by Related SeriesThe Review of Economics and Statistics, 1971
- On Least Squares with Insufficient ObservationsJournal of the American Statistical Association, 1964
- Optimal Non-stationary Estimation of the Parameters of a Linear System with Gaussian Inputs †Journal of Electronics and Control, 1963
- Moments and Distributions of Estimates of Population Parameters from Fragmentary SamplesThe Annals of Mathematical Statistics, 1932