The exact linkage between the Beveridge-Nelson decomposition and other permanent-transitory decompositions
Giacomo Sbrana
| Year of publication: |
2013
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|---|---|
| Authors: | Sbrana, Giacomo |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 30.2013, p. 311-316
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| Subject: | Beveridge-Nelson decomposition | Unobserved components processes | Local linear trend | ARIMA | Zeitreihenanalyse | Time series analysis | Dekompositionsverfahren | Decomposition method | Theorie | Theory | Zustandsraummodell | State space model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009703649