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description Journal article public Journal of Indonesian Applied Economics

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

Teguh Hadi Priyono
Published 2008

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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  • visibility 310 views
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