Series: IMF Working Papers
Author(s): Michal Andrle
Publisher: INTERNATIONAL MONETARY FUND
Publication Date: 08 May 2013
Keywords: filters, DSGE models, observable decomposition, time series, inflation, monetary fund, national bank, General,
This paper introduces methods that allow analysts to (i) decompose the estimates of unobserved quantities into observed data, (ii) to better understand revision properties of the model, and (iii) to impose subjecti...