Markov-switching and the Beveridge-Nelson decomposition: has US output persistence changed since 1984? (Q299215)
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scientific article; zbMATH DE number 6596365
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| English | Markov-switching and the Beveridge-Nelson decomposition: has US output persistence changed since 1984? |
scientific article; zbMATH DE number 6596365 |
Statements
Markov-switching and the Beveridge-Nelson decomposition: has US output persistence changed since 1984? (English)
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22 June 2016
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Beveridge-Nelson decomposition
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Markov switching
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impulse-response function
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persistence of real output
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state-space representation
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0.848305344581604
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0.786518394947052
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0.7861077189445496
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0.7780460715293884
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