This article presents a method for estimating linear time-varying approximation of general class nonlinear (NLTV) systems. It starts from noisy measurements the response NLTV system to special periodic excitation signals. These are subject measurement noise, process and trend. The proposed is two-step procedure. First, disturbing noise variance quantified. Next, using this knowledge, dynamics e...

this paper investigates the forecasting performance of different time-varying bvar models for iranian inflation. forecast accuracy of a bvar model with litterman’s prior compared with a time-varying bvar model (a version introduced by doan et al., 1984); and a modified time-varying bvar model, where the autoregressive coefficients are held constant and only the deterministic components are allo...