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~isPartOf:"Economic modelling"
~isPartOf:"Global finance journal"
~person:"Baç~ao, Pedro"
~person:"De Silva, Ashton"
~source:"econis"
~subject:"United Kingdom"
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Economic modelling
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ECONIS (ZBW)
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A multivariate innovations state space BeveridgeNelson decomposition
De Silva, Ashton
;
Hyndman, Rob J.
;
Snyder, Ralph D.
- In:
Economic modelling
26
(
2009
)
5
,
pp. 1067-1074
Persistent link: https://www.econbiz.de/10003871265
Saved in:
2
Volatility in asset prices and long-run wealth effect estimates
Alexandre, Fernando
;
Baç~ao, Pedro
;
Gabriel, Vasco J.
- In:
Economic modelling
24
(
2007
)
6
,
pp. 1048-1064
Persistent link: https://www.econbiz.de/10003569086
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