The multivariate Beveridge-Nelson decomposition with I(1) and I(2) series (Q1667956)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The multivariate Beveridge-Nelson decomposition with I(1) and I(2) series |
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The multivariate Beveridge-Nelson decomposition with I(1) and I(2) series (English)
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31 August 2018
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gap
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natural rate
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trend-cycle decomposition
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unit root
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