Pages that link to "Item:Q299215"
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The following pages link to Markov-switching and the Beveridge-Nelson decomposition: has US output persistence changed since 1984? (Q299215):
Displaying 5 items.
- Trend/cycle decomposition of regime-switching processes (Q299214) (← links)
- The Beveridge-Nelson decomposition of Markov-switching processes (Q1929080) (← links)
- OUTPUT FLUCTUATIONS PERSISTENCE: DO CYCLICAL SHOCKS MATTER? (Q3072428) (← links)
- What are the Differences in Trend Cycle Decompositions by Beveridge and Nelson and by Unobserved Component Models? (Q5080531) (← links)
- Trend and cycle decomposition of Markov switching (co)integrated time series (Q6122756) (← links)