Przeglądaj Kolegium Analiz Ekonomicznych / Collegium of Economic Analysis według tematu "Kalman filter"
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Natural Rate of Interest in a Small Open Economy with Application to CEE Countries
(2023-09)This paper extends the Laubach-Williams (2003) framework, which is widely used to estimate the natural rate of interest, to make it more suitable for studying small open economies. The model is augmented with consumer ...