What are the Differences in Trend Cycle Decompositions by Beveridge and Nelson and by Unobserved Component Models? (Q5080531)
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scientific article; zbMATH DE number 7534723
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | What are the Differences in Trend Cycle Decompositions by Beveridge and Nelson and by Unobserved Component Models? |
scientific article; zbMATH DE number 7534723 |
Statements
What are the Differences in Trend Cycle Decompositions by Beveridge and Nelson and by Unobserved Component Models? (English)
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31 May 2022
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Beveridge-Nelson decomposition
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frequency domain approach
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unobserved component models
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