Measuring equilibrium models: a multivariate approach
Journal Title: Revista Romana de Statistica - Year 2011, Vol 59, Issue 3
Abstract
This paper presents a multivariate methodology for obtaining measures of unobserved macroeconomic variables. The used procedure is the multivariate Hodrick-Prescot which depends on smoothing parameters. The choice of these parameters is crucial. Our approach is based on consistent estimators of these parameters, depending only on the observed data.
Authors and Affiliations
Nadji RAHMANIA
Keywords
Related Articles
- EP ID EP119155
- DOI -
- Views 141
- Downloads 0
Services in the Agricultural Production System. Comparative Structural Levels
This paper presents the characteristic of services in agriculture and offers a description of the dynamics recorded by this sector in the Romanian economy. It is taken into account that services in agriculture have a set...
STATISTICAL ANALYSIS OF THE MIGRATION PHENOMENON
On the basis of economic conditions being devalued in Romania, more and more persons were forced to fi nd a work place – be it temporary or permanent – outside of the country’s borders. This phenomenon of international m...
ANALYSIS OF THE DISCRIMINATING - APPLICATIONS IDENTIFYING THE PREFERENCE OF ENDOWMENT WITH GOODS
Endowment of Romanian households with durables has many features on how to purchase products based on „ ID only credit”, second-hand products purchases, preference for foreign brands or no-name brands at the expense of R...
Modele macroeconomice utilizate în analiza structurală a Produsului Intern Brut
Articolul descrie un caz de utilizare a modelelor macroeconomice, obiectivul fi ind analiza structurală a Produsului Intern Brut. Autorii prezintă o analiză a evoluţiei PIB, iar modelul econometric propus spre analiză a...
Theoretical aspects concerning the use of the statistical-econometric instruments the analysis of the financial assets
The econometric modelling of the financial variables aims to obtain models meant to forecast to the best their future values, taking into account the inertial character of the progress of the analysed processes as well a...