Kalman filter approach to estimate the demand for international reserves

Author： Bahmani-Oskooee Mohsen   Brown Ford  

Publisher： Routledge Ltd

ISSN： 1466-4283

Source： Applied Economics, Vol.36, Iss.15, 2004-01, pp. : 1655-1668

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Demand for international reserves: a review article

By Bahmani-Oskooee M.   Brown F.  

Applied Economics, Vol. 34, Iss. 10, 2002-07 ,pp. : 1209-1226

Routledge Ltd

Access to resources Recommend Favorite

A Simplified Approach to Understanding the Kalman Filter Technique

By Arnold Tom  

The Engineering Economist, Vol. 53, Iss. 2, 2008-04 ,pp. : 140-155

Taylor & Francis Ltd

Access to resources Recommend Favorite

The Fisher effect: a Kalman filter approach to detecting structural change

By Hatemi-J Abdulnasser   Irandoust Manuchehr  

Applied Economics Letters, Vol. 15, Iss. 8, 2008-06 ,pp. : 619-624

Routledge Ltd

Access to resources Recommend Favorite

Calculating the optimal hedge ratio: constant, time varying and the Kalman Filter approach

By Hatemi-J Abdulnasser   Roca Eduardo  

Applied Economics Letters, Vol. 13, Iss. 5, 2006-04 ,pp. : 293-299

Routledge Ltd

Access to resources Recommend Favorite

EFFECTS OF RISING PRICE OF GOLD ON THE LDCs' DEMAND FOR INTERNATIONAL RESERVES

By Bahmani-Oskooee Mohsen  

International Economic Journal, Vol. 1, Iss. 4, 1987-0 ,pp. : 35-44

Routledge Ltd

Access to resources Recommend Favorite