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Single source of error state space approach to the Beveridge Nelson decomposition - MaRDI portal

Single source of error state space approach to the Beveridge Nelson decomposition (Q1929082)

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scientific article; zbMATH DE number 6122317
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English
Single source of error state space approach to the Beveridge Nelson decomposition
scientific article; zbMATH DE number 6122317

    Statements

    Single source of error state space approach to the Beveridge Nelson decomposition (English)
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    7 January 2013
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    Beveridge-Nelson decomposition
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    long-run multiplier
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    single source of error
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    state space models
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