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ADJUSTMENT WITH MEASUREMENT arises autoregressive autoregressive process calculated Chart civilian rate civilian unemployment rate complete realization composite series constructing seasonal adjustment Deterministic adjustment deterministic component economic time series effect of measurement equation estimate models estimated parameters filter constructed filter V(B filter which ignores Hausman ignores measurement error increase in m.s.e. increase in mean Kalman filter Lars E.O. Svensson likelihood function Mark Watson mean square error meas measured with error measurement error component MEASUREMENT ERROR PRESENT Model 1 filter Monetary Policy non-seasonal component non-seasonal processes normally distributed observed series optimal estimate optimal seasonal adjustment overall unemployment rate parameter uncertainty parameters of Model present the r.m.s.e. relative efficiency root mean square sample design sampling error seasonal adjustment error seasonal adjustment filters seasonal adjustment procedures seasonally adjusted series serially correlated signal extraction stochastic component sub-sample teenage rate teenage unemployment rate Torsten Persson unknown parameters variance white noise X-11 filter X11 procedure