Investigation the factors affecting the unrecorded economy by Kalman filter method (state –space approach)

In this paper we estimate the unrecorded economic activity in Iran during 1350-1400 by Kalman filter technique (state –space approach). In the model used in this paper, the unrecorded economic activity is considered as an unobserved process that depends on regulatory quality, control of corruption,...

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Bibliographic Details
Main Authors: Katayoun Khalaj Asadi, Teymour Mohammadi
Format: Article
Language:fas
Published: Semnan University 2023-09-01
Series:مدلسازی اقتصادسنجی
Subjects:
Online Access:https://jem.semnan.ac.ir/article_8153_9c7f3a6c2072a2a36eaacc88fc9f566e.pdf