Pages that link to "Item:Q1274780"

The following pages link to Computation of the Beveridge--Nelson decomposition for multivariate economic time series (Q1274780):

Displaying 8 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)
• The multivariate Beveridge-Nelson decomposition with I(1) and I(2) series (Q1667956) (← links)
• The Beveridge-Nelson decomposition of Markov-switching processes (Q1929080) (← links)
• Single source of error state space approach to the Beveridge Nelson decomposition (Q1929082) (← links)
• Bayesian multivariate Beveridge-Nelson decomposition of I(1) and I(2) series with cointegration (Q2700549) (← links)
• Computation of the Beveridge--Nelson decomposition in the case of cointegrated systems with \(I(0)\) variables (Q5941396) (← links)