joshuaccchan/trend-cycle-toolkit

Bayesian unobserved components models for US trend inflation, the output gap and trend output growth, with quarterly updated estimates.

语言：MATLAB · GitHub 星标：7 · Fork：1

话题：bayesian-econometrics · matlab · output-gap · state-space · stochastic-volatility · trend-inflation · unobserved-components

在 GitHub 上查看原仓库