The multivariate Beveridge-Nelson decomposition with I(1) and I(2) series (Q1667956)

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The multivariate Beveridge-Nelson decomposition with I(1) and I(2) series
scientific article

    Statements

    title
    The multivariate Beveridge-Nelson decomposition with I(1) and I(2) series (English)
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    author
    Yasutomo Murasawa
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    publication date
    31 August 2018
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    zbMATH Keywords
    gap
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    natural rate
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    trend-cycle decomposition
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    unit root
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    Identifiers

    Mathematics Subject Classification ID
    91B64
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    62P20
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    62M10
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    zbMATH DE Number
    6929939
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    OpenAlex ID
    W2099845862
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