6Burmeister,E.,Wall,K.D.and Hamilton,J.D.(1986) "Estmation of Unobserved Rational Expected Monthly inflation Using Kalman Filtering." Journal of Business and Economic Statistics,4,147-160.
7Casella,G.and George,E.I.(1992) "Explaining the Gibbs sampler"[J].Amer.Statist.46,167-174.
8de Pcoter,M.D.,Segers,R.and van Dijk,H.K.(2006) "On the Practice of Bayesian Inference in Basic Economic Time Series Models using Gibbs Sampling",Tinbergen Institute Discussion Paper,TI 2006-076/4,Econometric Institute,Erasmus Universiteit Rotterdam,and Tinbergen Institute.
9Gamier,J.and Wilhelmson,B.(2005) "The Natural Real Interest Rate and the Output Gap in the Euro Area:A Joint Estimation",European Centrel Bank working paper series,No.546.
10Gelman,A.(1996) "Inference and monitoring convergence",in:Gilks,W.R.,Richardson,S.and Spiegelhalter,D.J.(Eds.),Markov Chain Monte Carlo in Practice,Chapman & HAll,131-144.