Pages that link to "Item:Q1274780"
From MaRDI portal
The following pages link to Computation of the Beveridge--Nelson decomposition for multivariate economic time series (Q1274780):
Displaying 4 items.
- The relationship between the Beveridge-Nelson decomposition and other permanent-transitory decompositions that are popular in economics (Q299212) (← links)
- Markov-switching and the Beveridge-Nelson decomposition: has US output persistence changed since 1984? (Q299215) (← links)
- A state-space approach to calculating the Beveridge-Nelson decomposition. (Q1605455) (← links)
- Computation of the Beveridge--Nelson decomposition in the case of cointegrated systems with \(I(0)\) variables (Q5941396) (← links)
