The exact linkage between the Beveridge-Nelson decomposition and other permanent-transitory decompositions
Year of publication: |
2013
|
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Authors: | Sbrana, Giacomo |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 30.2013, p. 311-316
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Subject: | Beveridge-Nelson decomposition | Unobserved components processes | Local linear trend | ARIMA | Zeitreihenanalyse | Time series analysis | Dekompositionsverfahren | Decomposition method | Theorie | Theory | Zustandsraummodell | State space model |
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