Keyword: Kalman Filter

Time consistency and economic growth: A case study of South African macroeconomic policy
The numerous diagnostic studies and policy recommendations that exi...
Published: 30 November 2020
Working Paper
The time-varying elasticity of South African electricity demand: 1980–2018
This study estimates the price and income elasticity coefficients o...
Published: 5 November 2020
Working Paper
Kalman Filtering and Online Learning Algorithms for Portfolio Selection
This paper proposes a new online learning algorithms for portfolio ...
Published: 28 November 2013
Working Paper