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The relationship between the Beveridge–Nelson decomposition and other permanent–transitory decompositions that are popular in economics
Oh, Kum Hwa; Zivot, Eric; Creal, Drew - In: Journal of econometrics 146 (2008) 2, pp. 207-220
Persistent link: https://www.econbiz.de/10008898224
Cover Image
The relationship between the Beveridge–Nelson decomposition and other permanent–transitory decompositions that are popular in economics
Oh, Kum Hwa; Zivot, Eric; Creal, Drew - In: Journal of econometrics 146 (2008) 2, pp. 207-219
Persistent link: https://www.econbiz.de/10008135104