A state-space approach to calculating the Beveridge-Nelson decomposition. (Q1605455)
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scientific article; zbMATH DE number 1768283
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| English | A state-space approach to calculating the Beveridge-Nelson decomposition. |
scientific article; zbMATH DE number 1768283 |
Statements
A state-space approach to calculating the Beveridge-Nelson decomposition. (English)
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15 July 2002
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Beveridge-Nelson decomposition
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State-space models
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Kalman filter
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