Penaksiran Kesenjangan Output Indonesia: Aplikasi Metode Kalman Filter dan Hodrick-prescott Filter

Teguh Hadi Priyono
Journal article Journal of Indonesian Applied Economics • 2008 Indonesia

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(Bahasa Indonesia, 12 pages)

Abstract

This research will measure the potential output in Indonesia using Kalman-filterand Hodrick-Prescott Filter. The model will observe the variations of output gapand inflation in Indonesia. The model of Kalman Filter shows a long-term trend ofoutput nearly to actual output than the other model, however it shows a slow responsethan Hodrick-Prescott Filter.

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Journal

Journal of Indonesian Applied Economics

Journal of Indonesian Applied Economics (JIAE) is an online journal managed by the Faculty of Eco... see more