Users: Robert King (rking@bu.edu); Yang Lu (lu3yang3@gmail.com), Yang (eiyang@bu.edu) and Zhiteng Zeng <zengzht@bu.edu>
This page is to be used as a research log for research into perturbation approximations of dynamic macro models with evolving credibility.
Background #1 : LRE with unobservable states
Discusses Kalman and Hamilton filtering integrated with LRE; could usefully be extended to include the discrete state “hidden Markov” models discussed by L/S
Background #2: Kalman Filtering and Adaptive Expectations
draft homework problem for some class (Ei and Zhiteng to complete after discussion with Bob). Useful ingredient to one of the basic models discussed in the main research activity
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