Single source of error state space approach to the Beveridge Nelson decomposition (Q1929082)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Single source of error state space approach to the Beveridge Nelson decomposition |
scientific article |
Statements
Single source of error state space approach to the Beveridge Nelson decomposition (English)
0 references
7 January 2013
0 references
Beveridge-Nelson decomposition
0 references
long-run multiplier
0 references
single source of error
0 references
state space models
0 references