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The Relationship between the Beveridge-Nelson Decomposition andUnobserved Component Models with Correlated Shocks
Oh, Kum Hwa, (2006)
The relationship between the Beveridge-Nelson decomposition and other permanent-transitory decompositions that are popular in economics
Oh, Kum Hwa, (2008)
The relationship between the Beveridge–Nelson decomposition and other permanent–transitory decompositions that are popular in economics