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Author = Kavand, Hossein

Number of Articles: 1
An Estimation of the Iranian Productivity with Kalman Filter

Hossein Abbasi Nejad; Hossein Kavand

Volume 9, Issue 31 , July 2007, , Pages 55-75

Abstract
  Existence of unit root in logarithm of real GDP can be a sign of random walk with drift process in potential output. In this respect, the time growth rate of the potential output can be estimated as a proxy for productivity in state- space form. For this purpose, at first potential output and GDP gap ...  Read More