Nonlinear and nonnormal filters are introduced and developed. Traditional nonlinear filters
such as the extended Kalman filter and the Gaussian sum filter give biased filtering …

Lucas (1976, p. 41) proposes an explanation for why coefficients in econometric equations
might be nonconstant when policy rules change:"[G] iven that the structure of an econometric …

Since Kitagawa (1987) and Kramer and Sorenson (1988) proposed the filter and smoother
using numerical integration, nonlinear and/or non-Gaussian state estimation problems have …

This paper reviews the literature on applications of state-space modelling to macroeconomic
questions, with four examples related to modelling unobserved trends, transition across …

Reflecting current technological capacities and analytical trends, Computational Methods in
Statistics and Econometrics showcases Monte Carlo and nonparametric statistical methods …

How open are the capital accounts in Korea and Taiwan? Has there been a trend towards
more financial openness during the 1980s? This paper aims at answering both questions by …

The paper attempts to evaluate the prospect of creating a currency union in the “Greater
China” economic area. Despite of the political deadlock and military confrontation in the …

This paper is an empirical study of the effectiveness of exchange controls in recent Irish
experience vis-à-vis the United Kingdom. Specifically, we examine the effects of domestic …

The authors present an investigation through empirical analysis of manufacturing pricing in
Chile, Israel, and Korea during periods of trade liberalization. Given different experiences in …

对我国资本账户开放程度的准确判断是相关理论研究和决策分析的基本前提.
从名义和实际两个方面对**的资本账户开放程度进行测度的结果表明:(1) …