Tracking R of COVID-19: A New Real-Time Estimation Using the Kalman Filter

45 Pages Posted: 22 Apr 2020 Last revised: 11 May 2020

See all articles by Francisco Arroyo Marioli

Francisco Arroyo Marioli

Central Bank of Chile

Francisco Bullano

Central Bank of Chile

Simas Kucinskas

Humboldt University of Berlin

Carlos Rondón-Moreno

Central Bank of Chile

Date Written: May 10, 2020

Abstract

We develop a new method for estimating the effective reproduction number of an infectious disease (R) and apply it to track the dynamics of COVID-19. The method is based on the fact that in the SIR model, R is linearly related to the growth rate of the number of infected individuals. This time-varying growth rate is estimated using the Kalman filter from data on new cases. The method is very easy to apply in practice, and it performs well even when the number of infected individuals is imperfectly measured, or the infection does not follow the SIR model. Our estimates of R for COVID-19 for 124 countries across the world are provided in an interactive online dashboard, and they are used to assess the effectiveness of non-pharmaceutical interventions in a sample of 14 European countries.

Keywords: effective reproduction number, COVID-19, state-space models, non-pharmaceutical interventions

Suggested Citation

Arroyo Marioli, Francisco and Bullano, Francisco and Kucinskas, Simas and Rondón-Moreno, Carlos, Tracking R of COVID-19: A New Real-Time Estimation Using the Kalman Filter (May 10, 2020). Available at SSRN: https://ssrn.com/abstract=3581633 or http://dx.doi.org/10.2139/ssrn.3581633

Francisco Arroyo Marioli

Central Bank of Chile ( email )

Agustinas 1180
Santiago, Santiago
Chile

HOME PAGE: http://https://sites.google.com/a/g.ucla.edu/francisco-arroyo-marioli/home

Francisco Bullano

Central Bank of Chile ( email )

Publicaciones
Huerfanos 1185
Santiago
Chile

Simas Kucinskas (Contact Author)

Humboldt University of Berlin

Dorotheenstrasse 1
Berlin, Berlin 10099
Germany

HOME PAGE: http://www.simaskucinskas.com

Carlos Rondón-Moreno

Central Bank of Chile ( email )

Publicaciones
Huerfanos 1185
Santiago
Chile

HOME PAGE: http://www.carlosrondonmoreno.com/

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