Journal of Indonesian Applied Economics
Vol 2, No 1 (2008)

PENAKSIRAN KESENJANGAN OUTPUT INDONESIA: APLIKASI METODE KALMAN FILTER DAN HODRICK-PRESCOTT FILTER

Priyono, Teguh Hadi (Unknown)

Article Info

Publish Date
15 May 2012

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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Journal Info
Journal of Indonesian Applied Economics
Website

Abbrev

jiae

Publisher

Universitas Brawijaya

Subject

Economics, Econometrics & Finance

Description

Journal of Indonesian Applied Economics (JIAE) is an online journal sponsored by the Faculty of Economics and Bussiness, Universitas Brawijaya. The purpose of this journal is to enhance the study of economic issues on all aspects of applied economics and ...