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Search: subject:"Beveridge Nelson decomposition"
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Beveridge-Nelson decomposition
29
Beveridge-Nelson Decomposition
16
Zeitreihenanalyse
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Decomposition method
13
Dekompositionsverfahren
13
Time series analysis
13
Theorie
9
Theory
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Bruttoinlandsprodukt
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Gross domestic product
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Estimation
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output gap
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Forecasting model
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multivariate information
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Bayes-Statistik
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Beveridge Nelson decomposition
3
India
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Macroeconometrics
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3
Rainfall
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3
APMC Act
2
ARIMA models
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Bayesian Estimation
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51
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Wong, Benjamin
9
Morley, James C.
8
Banik, Nilanjan
4
Kamber, Güneş
4
Low, Chin Nam
4
Anderson, Heather
2
Anderson, Heather M.
2
Beneš, Jaromír
2
Berger, Tino
2
Brand, Claus
2
Buncic, Daniel
2
Garratt, Anthony
2
Kamber, Gunes
2
Lacroix, R.
2
Lee, Kevin
2
Mazelis, Falk
2
Nastansky, Andreas
2
Pagan, Adrian R.
2
Pozzi, Lorenzo
2
Robinson, Tim
2
Rodriguez Palenzuela, Diego
2
Shibayama, Katsuyuki
2
Shields, Kalvinder
2
Snyder, Ralph
2
Snyder, Ralph D.
2
Stevens, Philip
2
Strohe, Hans Gerhard
2
Sun, Yiqiao
2
Tomic, Daniel
2
Vávra, David
2
Wada, Tatsuma
2
Škare, Marinko
2
Andrić, Vladimir
1
Biswas, Basudeb
1
Chirila, Viorica
1
Franco Neto, Afonso Arinos de Mello
1
Gao, Jiti
1
Gomes, Fabio
1
Guillén, Osmani Teixeira de Carvalho
1
Hansen, Peter Reinhard
1
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
5
Banque de France
2
Department of Econometrics and Business Statistics, Monash Business School
2
Econometric Society
2
Lehrstuhl für Statistik und Ökonometrie, Wirtschafts- und Sozialwissenschafltiche Fakultät
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Institute of Economic Research, Hitotsubashi University
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Ministerstwo Finansów, Government of Poland
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CAMA working paper series
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5
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2007 Conference, April 16-17, 2007, Chicago, Illinois
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1
Econometric Society 2004 Australasian Meetings
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Econometric Society 2004 Latin American Meetings
1
Ensaios econômicos
1
Global COE Hi-Stat Discussion Paper Series
1
Journal of Eastern Europe research in business & economics : JEERBE
1
MF Working Papers
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Panoeconomicus
1
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Serbian journal of management : an international journal for theory and practice of management science ; SJM
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The AMFITEATRU ECONOMIC journal
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RePEc
24
ECONIS (ZBW)
20
EconStor
7
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1
Trend-cycle decomposition after COVID
Kamber, Güneş
;
Morley, James C.
;
Wong, Benjamin
-
2024
Persistent link: https://www.econbiz.de/10014520421
Saved in:
2
Cyclical consumption
Berger, Tino
;
Pozzi, Lorenzo
-
2023
multivariate
Beveridge-Nelson
decomposition
based on a medium-scale Bayesian vector autoregression. The choice of variables …
Persistent link: https://www.econbiz.de/10014469671
Saved in:
3
Recovering stars in macroeconomics
Buncic, Daniel
;
Pagan, Adrian R.
;
Robinson, Tim
-
2023
Persistent link: https://www.econbiz.de/10014432242
Saved in:
4
Cyclical consumption
Berger, Tino
;
Pozzi, Lorenzo
-
2023
multivariate
Beveridge-Nelson
decomposition
based on a medium-scale Bayesian vector autoregression. The choice of variables …
Persistent link: https://www.econbiz.de/10014380708
Saved in:
5
Recovering stars in macroeconomics
Buncic, Daniel
;
Pagan, Adrian R.
;
Robinson, Tim
-
2023
Persistent link: https://www.econbiz.de/10014490398
Saved in:
6
Nowcasting the output gap for Romania using a mixed-frequency approach
Pleșa, Georgiana
- In:
Journal of Eastern Europe research in business & …
2023
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014465694
Saved in:
7
Estimating the Euro Area output gap using multivariate information and addressing the COVID-19 pandemic
Morley, James C.
;
Rodriguez Palenzuela, Diego
;
Sun, Yiqiao
-
2022
We estimate the euro area output gap by applying the
Beveridge-Nelson
decomposition
based on a large Bayesian vector …
Persistent link: https://www.econbiz.de/10014278508
Saved in:
8
Estimating the Euro Area output gap using multivariate information and addressing the COVID-19 pandemic
Morley, James C.
;
Rodriguez Palenzuela, Diego
;
Sun, Yiqiao
-
2022
We estimate the euro area output gap by applying the
Beveridge-Nelson
decomposition
based on a large Bayesian vector …
Persistent link: https://www.econbiz.de/10013350551
Saved in:
9
Asymptotics for time-varying vector MA (∞) processes
Yan, Yayi
;
Gao, Jiti
;
Peng, Bin
-
2021
Persistent link: https://www.econbiz.de/10012697951
Saved in:
10
Laplace, Hansen-Sargent and Beveridge-Nelson a note towards unified business application
Andrić, Vladimir
;
Nenadović, Sanja
- In:
Serbian journal of management : an international …
16
(
2021
)
1
,
pp. 39-47
Persistent link: https://www.econbiz.de/10012618906
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