Below are the studies lacking replication with method Kalman filter.
- M. Ayhan Kose, Christopher Otrok, Charles H. Whiteman. International Business Cycles: World, Region, and Country-Specific Factors (AER 2003).
JEL codes: F41, E32, C11, C32. Methods: Kalman filter, Markov chain Monte Carlo (MCMC) Software: -
- Isaiah Hull. The development and spread of financial innovations (Quantitative Economics 2016).
JEL codes: G10, G12, G14, O31, O33. Methods: Ordinary least squares (OLS), Akaike information criterion (AIC), Kalman filter Software: -
Data availability unknown;
Readme availability unknown;
Code availability unknown
- John Y. Campbell, Luis M. Viceira. Who Should Buy Long-Term Bonds? (AER 2001).
JEL codes: G12. Methods: AR(1), Euler equation, Kalman filter, Maximum likelihood (ML) Software: unknown
Below are the replicated studies with method Kalman filter.
Below are the replications with method Kalman filter.