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Beveridge-Nelson decomposition
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business cycle
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eigenvalues
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filtering
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European Central Bank
Tilburg University, School of Economics and Management
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Eigenvalue filtering in VAR models with application to the Czech business cycle
Beneš, Jaromír
;
Vávra, David
-
European Central Bank
-
2005
-cycle or irregular) defined by properties of the underlying
eigenvalues
. We logically extend the Beveridge-Nelson decomposition …
Persistent link: https://www.econbiz.de/10005162924
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