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Policy-Dependent Parameters in the Presence of Optimal Learning: An Application of Kalman Filtering to the Fair and Sargent Supply-Side Equations

Paul D. McNelis; Salih N. Neftçi

The Review of Economics and Statistics 1982 64(2), 296

Paul D. McNelis, , Policy-Dependent Parameters in the Presence of Optimal Learning: An Application of Kalman Filtering to the Fair and Sargent Supply-Side Equations, The Review of Economics and Statistics, Vol. 64, No. 2 (May, 1982), pp. 296-306

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Policy-Dependent Parameters in the Presence of Optimal Learning: An Application of Kalman Filtering to the Fair and Sargent Supply-Side Equations