The relationship between the Beveridge–Nelson decomposition and other permanent–transitory decompositions that are popular in economics
Year of publication: |
2008
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Authors: | Oh, Kum Hwa ; Zivot, Eric ; Creal, Drew |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 146.2008, 2, p. 207-220
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