Media type: E-Article Title: A multivariate innovations state space Beveridge–Nelson decomposition Contributor: de Silva, Ashton; Hyndman, Rob J.; Snyder, Ralph imprint: Elsevier BV, 2009 Published in: Economic Modelling Language: English DOI: 10.1016/j.econmod.2009.04.004 ISSN: 0264-9993 Keywords: Economics and Econometrics Origination: Footnote: