The relationship between the Beveridge-Nelson decomposition and other permanent-transitory decompositions that are popular in economics (Q299212)
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scientific article; zbMATH DE number 6596363
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| English | The relationship between the Beveridge-Nelson decomposition and other permanent-transitory decompositions that are popular in economics |
scientific article; zbMATH DE number 6596363 |
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The relationship between the Beveridge-Nelson decomposition and other permanent-transitory decompositions that are popular in economics (English)
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22 June 2016
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permanent-transitory decomposition
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trend-cycle decomposition
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unobserved components time series model
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state-space models
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Kalman filter
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0.8412528038024902
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0.8182000517845154
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0.8165857791900635
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0.8075253367424011
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0.7987370491027832
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