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The beveridge-nelson decomposition: Properties and extensions - MaRDI portal

The beveridge-nelson decomposition: Properties and extensions (Q3598325)

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English
The beveridge-nelson decomposition: Properties and extensions
scientific article

    Statements

    title
    The beveridge-nelson decomposition: Properties and extensions (English)
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    author
    Tommaso Proietti
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    publication date
    3 February 2009
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    zbMATH Keywords
    integration
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    stochastic trend
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    business cycle
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    seasonality
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    Kalman filter
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    Identifiers

    DOI
    10.1007/BF02589061
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    Mathematics Subject Classification ID
    62P20
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    62M10
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    62M20
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    zbMATH DE Number
    5501122
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