The Beveridge-Nelson decomposition in retrospect and prospect (Q299208): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+B84
@@ Property / Mathematics Subject Classification ID: 91B84 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+P20
@@ Property / Mathematics Subject Classification ID: 62P20 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6596362
@@ Property / zbMATH DE Number: 6596362 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Beveridge-Nelson decomposition
@@ Property / zbMATH Keywords: Beveridge-Nelson decomposition / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+trend and cycle
@@ Property / zbMATH Keywords: trend and cycle / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+forecasting
@@ Property / zbMATH Keywords: forecasting / 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.2008.08.008
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@@ Property / OpenAlex ID @@
+W2066640894
@@ Property / OpenAlex ID: W2066640894 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3847819
@@ Property / cites work: Q3847819 / rank @@
+Normal rank
@@ Property / cites work @@
+Effects of the Hodrick-Prescott filter on trend and difference stationary time series
+Normal rank
@@ Property / cites work @@
+Spurious Periodicity in Inappropriately Detrended Time Series
+Normal rank
@@ Property / cites work @@
+The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
+Normal rank
@@ Property / cites work @@
+Estimating the Smoothing Parameter in the So-called Hodrick-Prescott Filter
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@@ links / mardi / name / links / mardi / name @@
+Publication:299208