Understanding the intuition behind Kalman filter with GAUSS
Let me draw your attention to this very pedagogical GAUSS blog on the Kalman filter. It links very well the theory and the code. Please find below the…
Let me draw your attention to this very pedagogical GAUSS blog on the Kalman filter. It links very well the theory and the code. Please find below the…
NEW PUBLICATION: It was a really nice experience to explore the links between innovation and macroeconomics. We find that R&D intensity is stationary in the G7 countries when…
NEW PUBLICATION: This paper was written last year with my friend Sy-Hoa Ho. We met ten years ago in the University of Paris North during the preparation of…
La loi de la population nous est inconnue, parce qu’on ignore la nature de la fonction qui sert de mesure aux obstacles, tant préventifs que destructifs, qui s’opposent…
The demand for money is likely to depend upon the exchange rate in addition to the interest rate and the level of income; this would slightly reduce the…
Downward wage and price rigidity matters only when overall inflation is very low. Joseph E. Gagnon (2018). As the US unemployment rate continues to drift down to levels…
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