Markov-switching and the Beveridge-Nelson decomposition: has US output persistence changed since 1984? (Q299215)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Markov-switching and the Beveridge-Nelson decomposition: has US output persistence changed since 1984? |
scientific article |
Statements
Markov-switching and the Beveridge-Nelson decomposition: has US output persistence changed since 1984? (English)
0 references
22 June 2016
0 references
Beveridge-Nelson decomposition
0 references
Markov switching
0 references
impulse-response function
0 references
persistence of real output
0 references
state-space representation
0 references
0 references
0 references