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

✍ Scribed by Sbrana, Giacomo

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

The beveridge-nelson decomposition: Prop

✍ Tommaso Proietti 📂 Article 📅 1995 🏛 Springer 🌐 English ⚖ 828 KB

Filtering the BEER: A permanent and tran

✍ Peter B. Clark; Ronald MacDonald 📂 Article 📅 2004 🏛 Elsevier Science 🌐 English ⚖ 365 KB

Precise and efficient computation of the

✍ Paul Newbold 📂 Article 📅 1990 🏛 Elsevier Science 🌐 English ⚖ 227 KB

Why Are the Beveridge-Nelson and Unobser

✍ James C. Morley, Charles R. Nelson and Eric Zivot 📂 Article 📅 2003 🏛 MIT Press 🌐 English ⚖ 524 KB

Why Are the Beveridge-Nelson and Unobser

✍ Morley, James C.; Nelson, Charles R.; Zivot, Eric 📂 Article 📅 2003 🏛 MIT Press 🌐 English ⚖ 142 KB

Theorems and implications of a model-ind

✍ Peter Veng-Pedersen; William R. Gillespie 📂 Article 📅 1987 🏛 Springer 🌐 English ⚖ 959 KB