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ID: 122456

Government expenditures and business cycles—policy reaction and surprise shocks / Glocker, Christian

Glocker, Christian	Journal Article
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2013.

Summary/Abstract

This article analyses the effects of government expenditures on German business cycle fluctuations by means of an estimated DSGE model based on low frequency oscillations. The results highlight that fiscal policy has a strong impact on the amplitude of fluctuations while hardly any on the duration of business cycles. To the extent that fiscal policy shocks are an important source for triggering economy-wide fluctuations, fiscal policy also strongly reacts to shocks originating elsewhere. Thus standard specifications of government expenditures in terms of simple AR(1) processes ignore the fact that there can indeed be a strong dependence of governmental variables on economic fluctuations.

Key Words

Fiscal Policy ; Business Cycles ; Estimation ; DSGE Models

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ID: 054147

How much is the Chinese currency undervalued? A quantitative es / Chang, Gene Hsin; Shao, Qin

Chang, Gene Hsin	Journal Article
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Publication

2004.

Key Words

China ; Exchange Rate ; Currency value ; Estimation

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ID: 149009

Multiplicative error state kalman filter vs nonlinear complimentary filter for a high performance aircraft attitude estimation / C, Kamali ; Jain, Shikha

Kamali C., Shikha Jain	Journal Article
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Summary/Abstract

Modern control law designs increasingly use aircraft attitude information to improve aircraft manoeuverability. Attitude information allows for gravity term compensations in the longitudinal as well as lateral directional control laws of a typical fighter aircraft. Methodologies and comparisons of multiplicative error state Kalman filter (MEKF) and nonlinear complimentary filter for estimation of attitudes of a high performance aircraft using its onboard autonomous sensors is presented. Shows a problem in pitch angle estimation beyond ± 80 deg in the MEKF and a solution is proposed for the same for the first time. Also presents novel aiding sensor modelling for the implementation of attitude heading reference system for this class of aircraft for the first time. The filter formulations are evaluated using full range manuoevering real flight test data.

Key Words

Estimation ; Kalman Filter ; Attitude Estimation ; High Performance Aircraft ; Airdata ; Nonlinear Complimentary Filter

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ID: 133882

Note on the estimation of the Gini index / Djolov, George

Djolov, George	Journal Article
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Publication

2014.

Summary/Abstract

This article provides a statistical decision-making framework for the Gini index through the introduction of practically usable confidence intervals for this index. The resultant intervals enable hypothesis testing with the Gini index as well as providing a mechanism for studying the reliability of its estimates. The article presents these confidence intervals and demonstrates their prospective uses with an illustrative example to officially published estimates for the index from 24 countries

Key Words

Estimation ; Gini Index ; Economic Measurement ; Statistical Framework ; Decision-Making Framework ; Financial Measurement

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