The relationship between the Beveridge-Nelson decomposition and other permanent-transitory decompositions that are popular in economics (Q299212): Difference between revisions
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| Property / Mathematics Subject Classification ID: 62M10 / rank | |||
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| Property / Mathematics Subject Classification ID: 91B84 / rank | |||
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| Property / Mathematics Subject Classification ID: 62P20 / rank | |||
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| Property / zbMATH DE Number: 6596363 / rank | |||
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permanent-transitory decomposition | |||
| Property / zbMATH Keywords: permanent-transitory decomposition / rank | |||
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trend-cycle decomposition | |||
| Property / zbMATH Keywords: trend-cycle decomposition / rank | |||
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unobserved components time series model | |||
| Property / zbMATH Keywords: unobserved components time series model / rank | |||
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state-space models | |||
| Property / zbMATH Keywords: state-space models / rank | |||
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Kalman filter | |||
| Property / zbMATH Keywords: Kalman filter / rank | |||
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Revision as of 21:32, 27 June 2023
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
The relationship between the Beveridge-Nelson decomposition and other permanent-transitory decompositions that are popular in economics (English)
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22 June 2016
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permanent-transitory decomposition
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trend-cycle decomposition
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unobserved components time series model
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state-space models
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Kalman filter
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