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Control theory / Markov models / Linear filters / Time series analysis / Kalman filter / Robot control / White noise / Parameter / Electronic filter / Statistics / Electronic engineering / Signal processing


Figure 1 - Smoothed Factor from Slope-Employment Example
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Document Date: 2007-09-19 11:25:01


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City

Santa Clara / Valkanov / /

Company

Diebold / /

Currency

pence / /

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Facility

Business Conditions∗ S. Bora˘gan Aruoba† Francis X. Diebold Chiara Scotti University of Maryland University of Pennsylvania / College Park / American University / University of Maryland / Hall et al. / /

IndustryTerm

real-time measurement / manufacturing / finance / /

Organization

American University / University of Maryland University / Federal Reserve Bank of Philadelphia / Board of Governors of the Federal Reserve System International Finance Discussion Papers Number / Department of Economics / National Science Foundation / University of Pennsylvania / US Federal Reserve / Board of Governors / Federal Reserve Board / University of Maryland / College Park / /

Person

Alexi Onatski / Frank Schorfheide / Macroeconomic / Francis X. Diebold Chiara Scotti / Jon Faust / Sharon Kozicki / Eric Ghysels / Martin Evans / Jonathan Wright / Carlos Capistran / /

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Position

author / Dynamic factor model / space model / vector rt / writer / rT / Corresponding author / /

ProvinceOrState

Pennsylvania / Maryland / /

Technology

T -1 / filtering algorithm / simulation / /

URL

www.federalreserve.gov/pubs/ifdp / http /

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