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

✍ Scribed by James C. Morley, Charles R. Nelson and Eric Zivot

• Book ID: 118737574
• Publisher: MIT Press
• Year: 2003
• Tongue: English
• Weight: 524 KB
• Volume: 85
• Category: Article
• ISSN: 0034-6535
• DOI: 10.2307/3211575