Single source of error state space approach to the Beveridge Nelson decomposition (Q1929082)
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scientific article; zbMATH DE number 6122317
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Single source of error state space approach to the Beveridge Nelson decomposition |
scientific article; zbMATH DE number 6122317 |
Statements
Single source of error state space approach to the Beveridge Nelson decomposition (English)
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7 January 2013
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Beveridge-Nelson decomposition
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long-run multiplier
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single source of error
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state space models
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0.7930810451507568
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0.786025881767273
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0.7779855728149414
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0.7732062339782715
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0.772260844707489
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