The NAIRU and Potential Output : Estimation Using the Kalman Filter, Japan 1950-2002 

作成者 天野, 昌功
作成者の別表記 AMANO, Masanori
日本十進分類法 (NDC) 330
内容 This paper is concerned with the estimation and its interpretation of the NAIRU (or natural rate of unemployment) and potential output, using the Kalman filtering algorithm. The observation equation, describing the dynamic relation between observable exogenous variables and the unobservable state variable, is supposed to be some variants of the expectation-augmented Phillips curve. Preceding the estimation I survey the literature in related fields and consider several points yet to be done in future work.
公開者 千葉大学経済学会, 千葉大学総合政策学会
コンテンツの種類 紀要論文 Departmental Bulletin Paper
DCMI資源タイプ text
ファイル形式 application/pdf
ISSN 0912-7216
NCID AN10005358
掲載誌情報 千葉大学経済研究 Vol.19 no.1 page.39-65 (20040630)
情報源 Economic journal of Chiba University
言語 英語
著者版フラグ publisher

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