A state–space approach to calculating the Beveridge–Nelson decomposition
- 1 March 2002
- journal article
- research article
- Published by Elsevier in Economics Letters
- Vol. 75 (1) , 123-127
Abstract
No abstract availableKeywords
This publication has 5 references indexed in Scilit:
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- Precise and efficient computation of the Beveridge-Nelson decomposition of economic time seriesJournal of Monetary Economics, 1990
- The Beveridge-Nelson decomposition of economic time seriesJournal of Monetary Economics, 1987
- A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’Journal of Monetary Economics, 1981