The relationship between the Beveridge-Nelson decomposition and other permanent-transitory decompositions that are popular in economics
Year of publication: |
2008
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Authors: | Oh, Kum Hwa ; Zivot, Eric ; Creal, Drew |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 146.2008, 2, p. 207-219
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Subject: | Dekompositionsverfahren | Decomposition method | Konjunkturstatistik | Short-term economic statistics | Zeitreihenanalyse | Time series analysis | Zustandsraummodell | State space model | Theorie | Theory |
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