The relationship between the Beveridge-Nelson decomposition and other permanent-transitory decompositions that are popular in economics (Q299212): Difference between revisions

Latest revision as of 13:45, 9 December 2024

scientific article

Language	Label	Description	Also known as
English	The relationship between the Beveridge-Nelson decomposition and other permanent-transitory decompositions that are popular in economics	scientific article

Statements

instance of

scholarly article

0 references

title

The relationship between the Beveridge-Nelson decomposition and other permanent-transitory decompositions that are popular in economics (English)

0 references

0 references

0 references

0 references

Journal of Econometrics

0 references

publication date

22 June 2016

0 references

zbMATH Keywords

permanent-transitory decomposition

0 references

trend-cycle decomposition

0 references

unobserved components time series model

0 references

state-space models

0 references

Kalman filter

0 references

describes a project that uses

0 references

0 references

0 references

MaRDI publication profile

0 references

full work available at URL

https://doi.org/10.1016/j.jeconom.2008.08.021

0 references

cites work

Single source of error state space approach to the Beveridge Nelson decomposition

0 references

Computation of the Beveridge--Nelson decomposition for multivariate economic time series

0 references

Q3827448

0 references

Are Output Fluctuations Transitory?

0 references

Signal extraction and the formulation of unobserved components models

0 references

Trends and cycles in economic time series: a Bayesian approach

0 references

An ARIMA-Model-Based Approach to Seasonal Adjustment

0 references

Statistical algorithms for models in state space using SsfPack 2.2

0 references

A state-space approach to calculating the Beveridge-Nelson decomposition.

0 references

BEVERIDGE-NELSON-TYPE TRENDS FOR I(2) AND SOME SEASONAL MODELS

0 references

Estimation and Prediction for a Class of Dynamic Nonlinear Statistical Models

0 references

Trend–Cycle Decompositions with Correlated Components

0 references

The Relative Importance of Permanent and Transitory Components: Identification and Some Theoretical Bounds

0 references

Properties of higher order stochastic cycles

0 references

Modeling Financial Time Series with S-PLUS®

0 references

Q3498093

0 references

Identifiers

zbMATH Open document ID

1429.62408

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

0 references

10.1016/J.JECONOM.2008.08.021

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:299212

@@ Property / DOI @@
-.1016/j.jeconom.2008.08.021
@@ Property / DOI: 10.1016/j.jeconom.2008.08.021 / rank @@
-Normal rank
@@ Property / describes a project that uses @@
+SsfPack
@@ Property / describes a project that uses: SsfPack / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jeconom.2008.08.021
+Normal rank
@@ Property / OpenAlex ID @@
+W2041101172
@@ Property / OpenAlex ID: W2041101172 / rank @@
+Normal rank
@@ Property / cites work @@
+Single source of error state space approach to the Beveridge Nelson decomposition
+Normal rank
@@ Property / cites work @@
+Computation of the Beveridge--Nelson decomposition for multivariate economic time series
+Normal rank
@@ Property / cites work @@
+Q3827448
@@ Property / cites work: Q3827448 / rank @@
+Normal rank
@@ Property / cites work @@
+Are Output Fluctuations Transitory?
@@ Property / cites work: Are Output Fluctuations Transitory? / rank @@
+Normal rank
@@ Property / cites work @@
+Signal extraction and the formulation of unobserved components models
+Normal rank
@@ Property / cites work @@
+Trends and cycles in economic time series: a Bayesian approach
+Normal rank
@@ Property / cites work @@
+An ARIMA-Model-Based Approach to Seasonal Adjustment
+Normal rank
@@ Property / cites work @@
+Statistical algorithms for models in state space using SsfPack 2.2
+Normal rank
@@ Property / cites work @@
+A state-space approach to calculating the Beveridge-Nelson decomposition.
+Normal rank
@@ Property / cites work @@
+BEVERIDGE-NELSON-TYPE TRENDS FOR I(2) AND SOME SEASONAL MODELS
+Normal rank
@@ Property / cites work @@
+Estimation and Prediction for a Class of Dynamic Nonlinear Statistical Models
+Normal rank
@@ Property / cites work @@
+Trend–Cycle Decompositions with Correlated Components
+Normal rank
@@ Property / cites work @@
+The Relative Importance of Permanent and Transitory Components: Identification and Some Theoretical Bounds
+Normal rank
@@ Property / cites work @@
+Properties of higher order stochastic cycles
@@ Property / cites work: Properties of higher order stochastic cycles / rank @@
+Normal rank
@@ Property / cites work @@
+Modeling Financial Time Series with S-PLUS®
@@ Property / cites work: Modeling Financial Time Series with S-PLUS® / rank @@
+Normal rank
@@ Property / cites work @@
+Q3498093
@@ Property / cites work: Q3498093 / rank @@
+Normal rank
@@ Property / DOI @@
+.1016/J.JECONOM.2008.08.021
@@ Property / DOI: 10.1016/J.JECONOM.2008.08.021 / rank @@
+Normal rank