Kamber, Morley, and Wong RESTAT Intuitive output gap filter
Posted: Tue Sep 26, 2017 6:26 am
Is there RATS code or a procedure for Kamber, Morley, and Wong (forthcoming) "Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter." Review of Economics and Statistics. James Morley posted the paper and codes in Matlab and R on his website, and I would be most interested in RATS code.
Thank you.
Vladimir
Thank you.
Vladimir