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Gómez, Víctor [Author]; Breitung, Jörg [Author]

The Beveridge-Nelson decomposition: A different perspective with new results

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http://hdl.handle.net/10419/61306

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Berlin: Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, 1998
Blasques, Francisco [Author]; Brummelen, Janneke van [Author]; Gorgi, Paolo [Author]; Koopman, Siem Jan [Author]

A robust Beveridge-Nelson decomposition using a score-driven approach with an application

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https://papers.tinbergen.nl/24003.pdf

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Amsterdam, The Netherlands: Tinbergen Institute, [2024]

Published in: Tinbergen Institute: Discussion paper ; 2024,3
Blasques, Francisco [Author]; van Brummelen, Janneke [Author]; Gorgi, Paolo [Author]; Koopman, Siem Jan [Author]

A robust Beveridge-Nelson decomposition using a score-driven approach with an application

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http://hdl.handle.net/10419/282900

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Amsterdam and Rotterdam: Tinbergen Institute, 2024
Gómez-Sorzano, Gustavo [Author]

Using the Beveridge & Nelson decomposition of economic time series for pointing out the occurrence of terrorist attacks

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https://core.ac.uk/download/pdf/6803582.pdf

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Proietti, Tommaso

The Multistep Beveridge–Nelson Decomposition

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Informa UK Limited, 2016

Published in: Econometric Reviews
Proietti, Tommaso

The beveridge-nelson decomposition: Properties and extensions

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Springer Science and Business Media LLC, 1995

Published in: Journal of the Italian Statistical Society
Morley, James C.

THE TWO INTERPRETATIONS OF THE BEVERIDGE–NELSON DECOMPOSITION

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Cambridge University Press (CUP), 2011

Published in: Macroeconomic Dynamics
de Silva, Ashton; Hyndman, Rob J.; Snyder, Ralph

A multivariate innovations state space Beveridge–Nelson decomposition

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Elsevier BV, 2009

Published in: Economic Modelling
Nelson, Charles R.

The Beveridge–Nelson decomposition in retrospect and prospect

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Elsevier BV, 2008

Published in: Journal of Econometrics
Chen, Chao-Chun; Tsay, Wen-Jen

The Beveridge–Nelson decomposition of Markov-switching processes

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Elsevier BV, 2006

Published in: Economics Letters
Gomez, Victor; Breitung, Jorg

The Beveridge–Nelson Decomposition: A Different Perspective with New Results

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Wiley, 1999

Published in: Journal of Time Series Analysis
Miller, Stephen M.

The Beveridge-Nelson decomposition of economic time series

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Elsevier BV, 1988

Published in: Journal of Monetary Economics
Cuddington, John T.; Winters, L.Alan

The Beveridge-Nelson decomposition of economic time series

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Elsevier BV, 1987

Published in: Journal of Monetary Economics
Sbrana, Giacomo

The exact linkage between the Beveridge–Nelson decomposition and other permanent-transitory decompositions

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Elsevier BV, 2013

Published in: Economic Modelling
Murasawa, Yasutomo

Bayesian multivariate Beveridge–Nelson decomposition of I(1) and I(2) series with cointegration

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Walter de Gruyter GmbH, 2022

Published in: Studies in Nonlinear Dynamics & Econometrics
Paulauskas, Vygantas

On Beveridge–Nelson decomposition and limit theorems for linear random fields

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Elsevier BV, 2010

Published in: Journal of Multivariate Analysis
Kim, Chang-Jin

Markov-switching and the Beveridge–Nelson decomposition: Has US output persistence changed since 1984?

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Elsevier BV, 2008

Published in: Journal of Econometrics
Anderson, Heather M.; Low, Chin Nam; Snyder, Ralph

Single source of error state space approach to the Beveridge Nelson decomposition

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Elsevier BV, 2006

Published in: Economics Letters
Morley, James C.; Nelson, Charles R.; Zivot, Eric

Why Are the Beveridge-Nelson and Unobserved-Components Decompositions of GDP So Different?

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MIT Press - Journals, 2003

Published in: Review of Economics and Statistics
Morley, James C.; Nelson, Charles R.; Zivot, Eric

Why Are the Beveridge-Nelson and Unobserved-Components Decompositions of GDP so Different?

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MIT Press, 2003

Published in: The Review of Economics and Statistics

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