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Decomposition method
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Beveridge-Nelson decomposition with Markov switching
Low, Chin Nam
;
Anderson, Heather M.
;
Snyder, Ralph D.
-
2006
Persistent link: https://www.econbiz.de/10003365301
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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
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