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Priyono, Teguh Hadi
Department of Economics, Faculty of Economics and Business, Universitas Brawijaya
Economics, Econometrics & Finance

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PENAKSIRAN KESENJANGAN OUTPUT INDONESIA: APLIKASI METODE KALMAN FILTER DAN HODRICK-PRESCOTT FILTER Priyono, Teguh Hadi
Journal of Indonesian Applied Economics Vol 2, No 1 (2008)
Publisher : Department of Economics, Faculty of Economics and Business, Universitas Brawijaya

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (409.817 KB) | DOI: 10.21776/ub.jiae.2008.002.01.2

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.Keywords: Output Gap, Inflation, Kalman filter and Hodrick – Prescote Filter.
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