The Beveridge-Nelson decomposition in retrospect and prospect
type: Item
instance of: scholarly article
title: The Beveridge-Nelson decomposition in retrospect and prospect
zbMATH Open document ID: 1429.91249
author: Charles R. Nelson
published in: Journal of Econometrics
publication date: 2016-06-22T00:00:00Z
Mathematics Subject Classification ID: 91B84
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 6596362
zbMATH Keywords: Beveridge-Nelson decomposition
zbMATH Keywords: trend and cycle
zbMATH Keywords: forecasting
MaRDI profile type: Publication
full work available at URL: j.jeconom.2008.08.008
OpenAlex ID: W2066640894
cites work: Q3847819
cites work: Effects of the Hodrick-Prescott filter on trend and difference stationary time series
cites work: Spurious Periodicity in Inappropriately Detrended Time Series
cites work: The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
cites work: Estimating the Smoothing Parameter in the So-called Hodrick-Prescott Filter
DOI: 10.1016/J.JECONOM.2008.08.008
description: scientific article; zbMATH DE number 6596362