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Filtering by: Is part of Working paper (Federal Reserve Bank of Minneapolis. Research Dept.) Creator Sargent, Thomas J. Creator Litterman, Robert B.

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1. Using Unobservable Index Models to Estimate Unobservables and Forecast Observables

Creator:: Litterman, Robert B. and Sargent, Thomas J.
Series:: Working paper (Federal Reserve Bank of Minneapolis. Research Department)
Number:: 125
Keyword:: Vector autoregression, Natural rate hypothesis, and Estimation
Subject (JEL):: C53 - Forecasting Models; Simulation Methods, C51 - Model Construction and Estimation, and C43 - Index Numbers and Aggregation; Leading indicators