Pages that link to "Item:Q1605455"

The following pages link to A state-space approach to calculating the Beveridge-Nelson decomposition. (Q1605455):

Displaying 11 items.

• The relationship between the Beveridge-Nelson decomposition and other permanent-transitory decompositions that are popular in economics (Q299212) (← links)
• Trend/cycle decomposition of regime-switching processes (Q299214) (← links)
• Markov-switching and the Beveridge-Nelson decomposition: has US output persistence changed since 1984? (Q299215) (← links)
• The multivariate Beveridge-Nelson decomposition with I(1) and I(2) series (Q1667956) (← links)
• Single source of error state space approach to the Beveridge Nelson decomposition (Q1929082) (← links)
• Nowcasting the output gap (Q2106386) (← links)
• A unified approach for jointly estimating the business and financial cycle, and the role of financial factors (Q2115975) (← links)
• Bayesian multivariate Beveridge-Nelson decomposition of I(1) and I(2) series with cointegration (Q2700549) (← links)
• The estimation uncertainty of permanent-transitory decompositions in co-integrated systems (Q5860914) (← links)
• The Multistep Beveridge–Nelson Decomposition (Q5864361) (← links)
• Trend and cycle decomposition of Markov switching (co)integrated time series (Q6122756) (← links)