Macro perspectives and debates

Tag: State Space

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…

Post date August 10, 2022
Post categories In Codes and Datasets, Pedagogical Note
Tags Data Visualization, GAUSS Code, Kalman filter, Nonlinear Dynamics, State Space

Nothing left to load.

Understanding the intuition behind Kalman filter with GAUSS

Adding Forward Shocks to solve misspecification in Local Projections with LOCPROJ

Exchange Rate Reaction to International Organization Loans and Geopolitical Preferences (Economics Letters)

Oil market uncertainty and geopolitical risks

Geoeconomics

Customizing LP impulse response function after LOCPROJ using LPGRAPH