Markov-switching and the Beveridge-Nelson decomposition: has US output persistence changed since 1984? (Q299215)

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Markov-switching and the Beveridge-Nelson decomposition: has US output persistence changed since 1984?
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    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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