The beveridge-nelson decomposition: Properties and extensions (Q3598325)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The beveridge-nelson decomposition: Properties and extensions |
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The beveridge-nelson decomposition: Properties and extensions (English)
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3 February 2009
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integration
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stochastic trend
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business cycle
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seasonality
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Kalman filter
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