TY - JOUR AU - Gyurkovics, Éva AU - Takács, Tibor TI - Estimation of the potential GDP by a new robust filter method JF - CENTRAL EUROPEAN JOURNAL OF OPERATIONS RESEARCH J2 - CEJOR VL - 31 PY - 2023 IS - 4 SP - 1183 EP - 1207 PG - 25 SN - 1435-246X DO - 10.1007/s10100-023-00851-7 UR - https://m2.mtmt.hu/api/publication/33742875 ID - 33742875 AB - The first purpose of this paper is to propose a theoretically new robust filter method to estimate non-observable macroeconomic indicators. The second purpose is to apply the proposed method to estimate the Hungarian potential GDP in 2000–2021. The novelty of the proposed filter method is that — unlike papers published so far — it does not require the stability of the dynamic model, only a partial stability condition must be satisfied. Moreover, such time-dependent uncertainties and nonlinearities can arise in the model that satisfy a general quadratic constraint. An important advantage of the proposed robust filter method over the traditional Kalman filter is that no stochastic assumptions is needed that may not be valid for the problem at hand. The proposed filter method has never been applied to estimate the potential GDP. To estimate the Hungarian potential GDP, the proposed method is applied using uni-, bi- and trivariate models. Estimations up to 2021 has not been published yet for the Hungarian economy. The examined period includes both the financial world crisis and the Covid-19 crisis. The results of the different models are consistent. It turned out that the economic policy was very procyclical after 2012, and the GDP gap was still positive during and also after the Covid-19 crisis. LA - English DB - MTMT ER - TY - JOUR AU - Gyurkovics, Éva AU - Takács, Tibor TI - Robust energy-to-peak filter design for a class of unstable polytopic systems with a macroeconomic application JF - APPLIED MATHEMATICS AND COMPUTATION J2 - APPL MATH COMPUT VL - 420 PY - 2022 PG - 13 SN - 0096-3003 DO - 10.1016/j.amc.2021.126729 UR - https://m2.mtmt.hu/api/publication/32473873 ID - 32473873 LA - English DB - MTMT ER - TY - JOUR AU - Kazemy, Ali AU - Gyurkovics, Éva AU - Takács, Tibor TI - Dynamic output feedback H ∞ design in finite-frequency domain for constrained linear systems JF - ISA TRANSACTIONS J2 - ISA T VL - 96 PY - 2020 SP - 185 EP - 194 PG - 10 SN - 0019-0578 DO - 10.1016/j.isatra.2019.06.005 UR - https://m2.mtmt.hu/api/publication/31184154 ID - 31184154 LA - English DB - MTMT ER - TY - JOUR AU - Kiss, Krisztina AU - Gyurkovics, Éva TI - LMI approach to global stability analysis of stochastic delayed Lotka–Volterra models JF - APPLIED MATHEMATICS LETTERS J2 - APPL MATH LETT VL - 104 PY - 2020 SN - 0893-9659 DO - 10.1016/j.aml.2020.106227 UR - https://m2.mtmt.hu/api/publication/31147152 ID - 31147152 N1 - Cited By :3 Export Date: 16 June 2022 CODEN: AMLEE Correspondence Address: Kiss, K.; Mathematical Institute, Budapest, Pf. 91, Hungary; email: kk@math.bme.hu LA - English DB - MTMT ER - TY - JOUR AU - Kazemy, A. AU - Gyurkovics, Éva TI - Sliding mode synchronization of a delayed complex dynamical network in the presence of uncertainties and external disturbances JF - TRANSACTIONS OF THE INSTITUTE OF MEASUREMENT AND CONTROL J2 - T I MEAS CONTROL VL - 41 PY - 2019 IS - 9 SP - 2623 EP - 2636 PG - 14 SN - 0142-3312 DO - 10.1177/0142331218805533 UR - https://m2.mtmt.hu/api/publication/30702684 ID - 30702684 N1 - Export Date: 1 June 2019 LA - English DB - MTMT ER - TY - JOUR AU - Gyurkovics, Éva AU - Takács, Tibor TI - Comparison of some bounding inequalities applied in stability analysis of time-delay systems JF - SYSTEMS & CONTROL LETTERS J2 - SYST CONTROL LETT VL - 123 PY - 2019 SP - 40 EP - 46 PG - 7 SN - 0167-6911 DO - 10.1016/j.sysconle.2018.10.017 UR - https://m2.mtmt.hu/api/publication/30330795 ID - 30330795 LA - English DB - MTMT ER - TY - JOUR AU - Gyurkovics, Éva AU - Kiss, Krisztina AU - Kazemy, Ali TI - Non-fragile exponential synchronization of delayed complex dynamical networks with transmission delay via sampled-data control JF - JOURNAL OF THE FRANKLIN INSTITUTE-ENGINEERING AND APPLIED MATHEMATICS J2 - J FRANKLIN I VL - 355 PY - 2018 IS - 17 SP - 8934 EP - 8956 PG - 23 SN - 0016-0032 DO - 10.1016/j.jfranklin.2018.10.005 UR - https://m2.mtmt.hu/api/publication/30309979 ID - 30309979 LA - English DB - MTMT ER - TY - GEN AU - Gyurkovics, Éva AU - Takács, Tibor TI - A note on relationship between some bounding inequalities in stability analysis of time-delay systems PY - 2017 PG - 12 UR - https://m2.mtmt.hu/api/publication/3347654 ID - 3347654 LA - English DB - MTMT ER - TY - JOUR AU - Gyurkovics, Éva AU - Szabó-Varga, Gabriella AU - Kiss, Krisztina TI - Stability analysis of linear systems with interval time-varying delays utilizing multiple integral inequalities JF - APPLIED MATHEMATICS AND COMPUTATION J2 - APPL MATH COMPUT VL - 311 PY - 2017 SP - 164 EP - 177 PG - 14 SN - 0096-3003 DO - 10.1016/j.amc.2017.05.004 UR - https://m2.mtmt.hu/api/publication/3225264 ID - 3225264 N1 - WoS:hiba:000404324900013 2020-12-09 19:48 cikkazonosító nem egyezik LA - English DB - MTMT ER - TY - JOUR AU - Gyurkovics, Éva AU - Kiss, Krisztina AU - Nagy, Ilona AU - Takács, Tibor TI - Multiple summation inequalities and their application to stability analysis of discrete-time delay systems JF - JOURNAL OF THE FRANKLIN INSTITUTE-ENGINEERING AND APPLIED MATHEMATICS J2 - J FRANKLIN I VL - 354 PY - 2017 IS - 1 SP - 123 EP - 144 PG - 22 SN - 0016-0032 DO - 10.1016/j.jfranklin.2016.10.006 UR - https://m2.mtmt.hu/api/publication/3034032 ID - 3034032 LA - English DB - MTMT ER -