Joris de Wind

wet. medewerker, Sector 2 Macro-analyse
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+31 6 11045018 J.de.Wind@cpb.nl
Centraal Planbureau

Bezuidenhoutseweg 30
2594 AV Den Haag


Publications

September 26, 2017

SMOOTHIES: A Toolbox for the Exact Nonlinear and Non-Gaussian Kalman Smoother

In this paper, I present a new toolbox that implements the exact nonlinear and non-Gaussian Kalman smoother for a wide class of discrete-time state space models, including models with implicit functions and equality constraints.

September 26, 2017

Exact Nonlinear and Non-Gaussian Kalman Smoother for State Space Models with Implicit Functions and Equality Constraints

In this paper, I present a novel implementation of the exact nonlinear and non-Gaussian Kalman smoother that can also deal with implicit functions in the measurement and/or state equations as well as equality constraints.

September 9, 2016

The Impact of Uncertainty Shocks: Continental Europe versus the Anglo-Saxon World

For economic forecasting it is important to know how the real economy responds to major events such as the fall of the Soviet Union, the Greek debt crisis, the recent terrorism attacks in Europe, and the Brexit.

March 5, 2015

Onzekerheid rondom CPB-ramingen, in kaart gebracht met fan charts

In dit CPB Achtergronddocument geven wij een toelichting op de fan charts waarmee het CPB vanaf het CEP 2015 de onzekerheid rondom CEP- en MEV-ramingen in kaart...

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