{"id":"https://openalex.org/W1596537384","doi":null,"title":"Recursive Identification, Estimation, and Forecasting of Nonstationary Economic Time Series with Applications to GNP International Data","display_name":"Recursive Identification, Estimation, and Forecasting of Nonstationary Economic Time Series with Applications to GNP International Data","publication_year":1993,"publication_date":"1993-01-01","ids":{"openalex":"https://openalex.org/W1596537384","mag":"1596537384"},"language":"en","primary_location":{"id":"pmh:oai:RePEc:ucm:doicae:9310","doi":null,"is_oa":false,"landing_page_url":"https://eprints.ucm.es/id/eprint/28298/1/9310.pdf","pdf_url":"https://eprints.ucm.es/id/eprint/28298/1/9310.pdf","source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"preprint"},"volume":null,"type":"preprint","is_traditional":true,"indexed_in":[],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5069291047","display_name":"Antonio Garc\u00eda Ferrer","orcid":null,"observed_orcids":[]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Antonio Garc\u00eda Ferrer","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"middle","author":{"id":"https://openalex.org/A5050256344","display_name":"Juan del Hoyo Bernat","orcid":null,"observed_orcids":[]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Juan del Hoyo Bernat","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"middle","author":{"id":"https://openalex.org/A5080175495","display_name":"Alfonso Novales","orcid":"https://orcid.org/0000-0002-2137-1789","observed_orcids":["https://orcid.org/0000-0002-2137-1789"]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Alfonso Novales","raw_affiliation_strings":[],"raw_orcid":"https://orcid.org/0000-0002-2137-1789","affiliations":[]},{"author_position":"last","author":{"id":"https://openalex.org/A5031146693","display_name":"Peter C. Young","orcid":"https://orcid.org/0000-0002-9984-3432","observed_orcids":["https://orcid.org/0000-0002-9984-3432"]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Peter C. Young","raw_affiliation_strings":[],"raw_orcid":"https://orcid.org/0000-0002-9984-3432","affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":0,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":false,"cited_by_count":10,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":"10","first_page":"1","last_page":"24"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10007","display_name":"Monetary Policy and Economic Impact","score":0.6586999893188477,"subfield":{"id":"https://openalex.org/subfields/2000","display_name":"General Economics, Econometrics and Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10007","display_name":"Monetary Policy and Economic Impact","score":0.6586999893188477,"subfield":{"id":"https://openalex.org/subfields/2000","display_name":"General Economics, Econometrics and Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11918","display_name":"Forecasting Techniques and Applications","score":0.24490000307559967,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11236","display_name":"Control Systems and Identification","score":0.04899999871850014,"subfield":{"id":"https://openalex.org/subfields/2207","display_name":"Control and Systems Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/nonstationary-time-series","display_name":"non-stationary time series","score":0.9049999713897705},{"id":"https://openalex.org/keywords/gnp","display_name":"GNP","score":0.4869999885559082},{"id":"https://openalex.org/keywords/gross-national-product","display_name":"gross national product","score":0.6809999942779541},{"id":"https://openalex.org/keywords/state-space-models","display_name":"state-space model","score":0.8450000286102295},{"id":"https://openalex.org/keywords/recursive-filters","display_name":"recursive filtering","score":0.7160000205039978},{"id":"https://openalex.org/keywords/recursive-smoothing","display_name":"recursive smoothing","score":0.7229999899864197},{"id":"https://openalex.org/keywords/transfer-function-model","display_name":"transfer function model","score":0.7400000095367432},{"id":"https://openalex.org/keywords/money-supply","display_name":"money supply","score":0.7860000133514404},{"id":"https://openalex.org/keywords/gdp-forecasting","display_name":"GDP forecasting","score":0.5080000162124634}],"concepts":[{"id":"https://openalex.org/C15708023","wikidata":"https://www.wikidata.org/wiki/Q80083","display_name":"Humanities","level":1,"score":0.5455923676490784},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.41192150115966797},{"id":"https://openalex.org/C205649164","wikidata":"https://www.wikidata.org/wiki/Q1071","display_name":"Geography","level":0,"score":0.3488290309906006},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.29314595460891724},{"id":"https://openalex.org/C138885662","wikidata":"https://www.wikidata.org/wiki/Q5891","display_name":"Philosophy","level":0,"score":0.15920516848564148}],"mesh":[],"locations_count":3,"locations":[{"id":"pmh:oai:RePEc:ucm:doicae:9310","doi":null,"is_oa":false,"landing_page_url":"https://eprints.ucm.es/id/eprint/28298/1/9310.pdf","pdf_url":"https://eprints.ucm.es/id/eprint/28298/1/9310.pdf","source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"preprint"},{"id":"mag:2176142143","doi":null,"is_oa":false,"landing_page_url":"https://dialnet.unirioja.es/servlet/articulo?codigo=3409114","pdf_url":null,"source":{"id":"https://openalex.org/S4306401293","display_name":"Dialnet (Universidad de la Rioja)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I168974976","host_organization_name":"Universidad de La Rioja","host_organization_lineage":["https://openalex.org/I168974976"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":null},{"id":"mag:1596537384","doi":null,"is_oa":false,"landing_page_url":"https://dialnet.unirioja.es/servlet/articulo?codigo=3418483","pdf_url":null,"source":{"id":"https://openalex.org/S4306401293","display_name":"Dialnet (Universidad de la Rioja)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I168974976","host_organization_name":"Universidad de La Rioja","host_organization_lineage":["https://openalex.org/I168974976"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":null}],"best_oa_location":null,"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":0,"referenced_works":[],"related_works":["https://openalex.org/W2967166364","https://openalex.org/W2224549863","https://openalex.org/W65557277","https://openalex.org/W2008814035","https://openalex.org/W1923729046","https://openalex.org/W2086670062","https://openalex.org/W4301231858","https://openalex.org/W7015944679","https://openalex.org/W1563120454","https://openalex.org/W3162000548"],"abstract_inverted_index":{"En":[0],"este":[1],"trabajo":[2],"proponemos":[3],"un":[4],"modelo":[5,22,57],"novedoso":[6],"de":[7,27,36,39,51,58,67,69,86,89,102],"componentes":[8,59],"no":[9,60],"observables":[10,61],"para":[11],"las":[12,87,93],"variaciones":[13],"en":[14,18,25,62,72,95],"el":[15,47,84,99],"PNB":[16],"anual":[17,50],"varios":[19],"pa\u00edses.":[20],"El":[21],"se":[23,31],"formula":[24],"espacio":[26],"los":[28],"estados":[29],"y":[30,38,66],"estima":[32],"mediante":[33],"procedimientos":[34],"recursivos":[35],"filtrado":[37],"suavizado":[40],"con":[41,92],"la":[42,76],"muestra":[43],"completa.":[44],"Se":[45,82],"analiza":[46],"producto":[48],"real":[49],"nueve":[52],"pa\u00edses":[53],"a":[54],"partir":[55],"del":[56],"sus":[63],"versiones":[64],"univariante":[65],"funci\u00f3n":[68],"transferencia,":[70],"utilizando":[71,98],"esta":[73],"\u00faltima":[74],"versi\u00f3n":[75],"oferta":[77],"monetaria":[78],"como":[79],"indicador":[80],"adelantado.":[81],"compara":[83],"comportamiento":[85],"predicciones":[88],"estos":[90],"modelos":[91],"obtenidas":[94],"trabajos":[96],"anteriores":[97],"mismo":[100],"conjunto":[101],"datos.":[103]},"counts_by_year":[],"updated_date":"2026-11-01T11:40:01.658920","created_date":"2016-06-24T00:00:00"}