The multivariate Beveridge-Nelson decomposition with I(1) and I(2) series (Q1667956)
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scientific article; zbMATH DE number 6929939
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The multivariate Beveridge-Nelson decomposition with I(1) and I(2) series |
scientific article; zbMATH DE number 6929939 |
Statements
The multivariate Beveridge-Nelson decomposition with I(1) and I(2) series (English)
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31 August 2018
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gap
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natural rate
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trend-cycle decomposition
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unit root
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0.8740435
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0.86258847
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0.85488003
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0.8514936
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0.8506746
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