Pages that link to "Item:Q299208"
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The following pages link to The Beveridge-Nelson decomposition in retrospect and prospect (Q299208):
Displaying 8 items.
- Introduction: Journal of Econometrics special issue honoring the research contributions of Charles R. Nelson (Q299207) (← links)
- Decomposing the output gap with inflation learning (Q2115982) (← links)
- What cycles? Data detrending in DSGE models (Q2697036) (← links)
- Bayesian multivariate Beveridge-Nelson decomposition of I(1) and I(2) series with cointegration (Q2700549) (← links)
- What are the Differences in Trend Cycle Decompositions by Beveridge and Nelson and by Unobserved Component Models? (Q5080531) (← links)
- The Multistep Beveridge–Nelson Decomposition (Q5864361) (← links)
- Trend and cycle decomposition of Markov switching (co)integrated time series (Q6122756) (← links)
- Reliable Real-Time Output Gap Estimates Based on a Modified Hamilton Filter (Q6620841) (← links)
