Kalman Filter | Economic Research Southern Africa

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