state space model economics
Estimation of Unobserved Inflation Expectations in India Using State Space Model
... DOI: 10.4236/tel.2019.95095 1481 Theoretical Economics Letters (NKPC), has inflation expectations as one of its explanatory variables. In this context, various authors have used different specifications of ...
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Dynamic State Space Models
... dynamic state-space model was developed in the control systems literature, where physi- cal systems are described mathematically as sets of inputs, outputs, and state variables, related by ...
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Filtering and identification of a state space model with linear and bilinear interactions between the states
... Bilinear systems are a special type of nonlinear systems capable of representing a vari- ety of important physical processes. They are used in many applications in real life such as chemistry, biology, robotics, ...
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RESULTS OF INTERBANK EXCHANGE RATES FORECASTING USING STATE SPACE MODEL
... linear state space model has become a standard modeling framework for the statistical analysis of time ...in economics, engineering, statistics, and empirical ...of state space ...
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Multi-population mortality model in a state-space framework
... Lin, T., Wang, C. W. and Tsai, C. C. L. (2015) ‘Age-specific copula-AR-GARCH mortality models’, Insurance: Mathematics and Economics, 61, pp. 110–124. Liu, Y. and Li, J. S.-H. (2016a) ‘The Locally Linear ...
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Discrete-response state space models with conditional heteroscedasticity: An application to forecasting the federal funds rate target
... a state space mixed model with stochastic volatility for ordinal-response time series ...proposed model provides better forecasts than alternative specifica- ...
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A canonical space-time state space model: state and parameter estimation
... joint state and parameter estimation problem for the general, linear state-space ...spatio–temporal model outlined earlier, the construction of the likelihood for the EM algorithm’s M-step ...
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Misallocation of state capacity?
... To study the allocation of teachers across public primary schools, I build a new global school-level data set comprising 1.73 million public primary schools in 86 countries across all continents and income levels. This ...
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Modeling of interaction of eco-economic processes
... the space of parameters of the economic structure of society, the price of aggregate social product, the tariff for wasting and undestroyed (unused) ...ecological economics’ sys- tem and establishes their ...
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Estimation of bubble dynamics in the Chinese real estate market: a state space model
... With the financial crisis happening around the world in 2008, the real estate market in China became suddenly weaker. To avoid an economic recession, a series of new policies were formulated by the PBOC in October 2010. ...
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ECONOMICS OF PLANTAIN PRODUCTION IN OGUN STATE
... Okunlola, J.O and Adekunle (2000): Indigenous Knowledge Approach for Rice Pests and Diseases Control for sustainable Environmental Management by Rice Farmers in Niger State, Nigeria. Journal of Environmental ...
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Particle Filters and Data Assimilation
... Figure 3: Left-hand column: results from the simple smoother of Kitagawa (1996) for the stochastic volatility model; right-hand column: results from the forward-backward smoother. Top plots show the paths stored ...
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Estimation of Unobserved Inflation Expectations in India using State Space Model
... The SPF in‡ation forecasts of IMF start from 1994:Q1 for India, but they provide forecasts for two alternate quarters each year, while the SPF by RBI started from 2008:Q1, thereby giving very few data points for the ...
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State Space Model Predictive Control of an Aerothermic Process with Actuators Constraints
... parameter space, but it is based only on computational tools such as the QR factorisation, and the singular-value decomposition (SVD), which make it robust and numerically stable ...
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Design and Modelling of Acost Effective Ac Voltage Stabilizer with Fuzzy Control
... ACVS model extending with fictive axis emulation into a rotating reference frame and the linearization of the model via specific orientation of the reference frame and introducing a linear control ...
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Development of a kinematic GNSS Acoustic positioning method based on a state space model
... to model such short-wavelength heterogeneities in the SSS is to increase the number of seafloor transponders and the number of sea-surface platforms although the finan- cial costs would be ...observation ...
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Model checking LLVM IR using LTSmin : using relaxed memory model semantics
... One major consideration in our LMO memory model is that it does not allow all [r→r/w] that RMO allows. Because instructions are possibly dependent on preceding loads, execution can only happen if these loads are ...
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Adaptation in Stochastic Dynamic Systems—Survey and New Results II
... in state space ...ptive model M ˆ of active type within the set ...self-tuned model parameter and so should be labeled by , the time ins- tant of model’s inner clock, in order to get ...
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Real Time Coordination of Autonomous Vehicles
... and space, communication in wireless networks, in particular in ad hoc networks, is not ...coordination model for safety-critical applications such as autonomous vehicles, needs to take into account the ...
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Prediction of traveller information and route choice based on real-time estimated traffic state
... flow model for freeway traffic state ...traffic state estimation scheme based on the Cell Transmission Model (CTM) and Kalman filter for a single urban arterial street under signal ...a ...
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