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Search: subject:"Beveridge Nelson decomposition"
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Beveridge-Nelson decomposition
47
Zeitreihenanalyse
23
Time series analysis
22
Estimation
20
Schätzung
20
Beveridge-Nelson Decomposition
19
Decomposition method
17
Dekompositionsverfahren
17
Theorie
17
Theory
17
Business cycle
11
Konjunktur
11
Bruttoinlandsprodukt
9
Gross domestic product
9
Schock
8
Shock
8
Potential output
7
Produktionspotenzial
7
output gap
7
Forecasting model
6
Prognoseverfahren
6
State space model
6
Zustandsraummodell
6
Cointegration
5
Geldpolitik
5
India
5
Monetary policy
5
multivariate information
5
Agriculture output
4
Bayes-Statistik
4
Bayesian inference
4
Beveridge–Nelson decomposition
4
Coronavirus
4
Inflation
4
Interest rate
4
Kointegration
4
Rainfall
4
Trend-Cycle Decomposition
4
VAR-Modell
4
Zins
4
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Free
51
Undetermined
12
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Book / Working Paper
49
Article
27
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Working Paper
21
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English
55
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Wong, Benjamin
11
Morley, James C.
8
Banik, Nilanjan
5
Kamber, Güneş
5
Guillén, Osmani Teixeira de Carvalho
4
Issler, João Victor
4
Low, Chin Nam
4
Wada, Tatsuma
4
Rodriguez Palenzuela, Diego
3
Sun, Yiqiao
3
Škare, Marinko
3
Anderson, Heather
2
Anderson, Heather M.
2
Beneš, Jaromír
2
Berger, Tino
2
Biswas, Basudeb
2
Brand, Claus
2
Buncic, Daniel
2
Franco Neto, Afonso Arinos de Mello
2
Garratt, Anthony
2
Hansen, Peter Reinhard
2
Iwata, Shigeru
2
Kamber, Gunes
2
Karakas, Mesut
2
Kim, Yun-Yeong
2
Lacroix, R.
2
Lee, Kevin
2
Li, Han
2
Mazelis, Falk
2
Murasawa, Yasutomo
2
Nastansky, Andreas
2
Pagan, Adrian R.
2
Perron, Pierre
2
Pozzi, Lorenzo
2
Robinson, Tim
2
Sbrana, Giacomo
2
Shibayama, Katsuyuki
2
Shields, Kalvinder
2
Snyder, Ralph
2
Snyder, Ralph D.
2
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
5
Banque de France
2
Department of Econometrics and Business Statistics, Monash Business School
2
Department of Economics, Boston University
2
Econometric Society
2
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Institute of Economic Research, Hitotsubashi University
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CAMA working paper series
5
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3
Asia-Pacific journal of financial studies
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2007 Conference, April 16-17, 2007, Chicago, Illinois
1
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Acta Universitatis Danubius. OEconomica
1
Amfiteatru Economic Journal
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Amfiteatru economic : an economic and business research periodical
1
Applied economics
1
Applied economics letters
1
Applied financial economics
1
Asia-Pacific research and training network on trade working paper series
1
CREATES Research Papers
1
Computing in Economics and Finance 2005
1
Discussion Papers / Centre for Finance, Credit and Macroeconomics (CFCM), School of Economics
1
Discussion Papers in Economics
1
Discussion paper / Tinbergen Institute
1
Discussion paper series / Reserve Bank of New Zealand
1
Discussion papers / University of Kent, School of Economics
1
Econometric Society 2004 Australasian Meetings
1
Econometric Society 2004 Latin American Meetings
1
Econometric reviews
1
Economic Modelling
1
Economic modelling
1
Economics letters
1
Empirical Economics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Ensaios econômicos
1
European economic review : EER
1
Foreign trade review : FTR ; quarterly journal of Indian Institute of Foreign Trade
1
Global COE Hi-Stat Discussion Paper Series
1
IBMEC RJ Economics Discussion Papers
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ECONIS (ZBW)
38
RePEc
31
EconStor
7
Showing
71
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76
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76
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71
Welfare Costs of Business Cycles in South America
Nascimento, Leandro
;
Gomes, Fabio
-
Econometric Society
-
2004
Beveridge-Nelson
decomposition
. The latter approach is motivated by a substantial theoretical literature and empirical evidence …
Persistent link: https://www.econbiz.de/10005129791
Saved in:
72
The Welfare Cost of Macroeconomic Uncertainty in the Post-War Period
Issler, João Victor
;
Franco, Afonso Arinos de Mello
; …
-
IBMEC Business School - Rio de Janeiro
-
2006
the post-WWII era using the multivariate
Beveridge-Nelson
decomposition
for trends and cycles, which considers not only …
Persistent link: https://www.econbiz.de/10005551022
Saved in:
73
Let’s Take a Break: Trends and Cycles in US Real GDP?
Pierre Perron†
;
Wada, Tatsuma
-
Department of Economics, Boston University
-
2005
Unobserved Components models, the
Beveridge
-
Nelson
decomposition
, the Hodrick-Prescott filter and others yield very different …
Persistent link: https://www.econbiz.de/10005136801
Saved in:
74
Dynamic General Equilibrium Models and the Beveridge-Nelson Facts
Dufourt
-
EconWPA
-
2005
contains a unit root. I use the multivariate
Beveridge-Nelson
decomposition
to document the main patterns of US postwar …
Persistent link: https://www.econbiz.de/10005412760
Saved in:
75
Let’s Take a Break: Trends and Cycles in US Real GDP
Perron, Pierre
;
Wada, Tatsuma
-
Department of Economics, Boston University
-
2005
Components models, the
Beveridge-Nelson
decomposition
, the Hodrick-Prescott filter and others yield very different cycles which …
Persistent link: https://www.econbiz.de/10004994224
Saved in:
76
Measuring the Natural Output Gap Using Actual and Expected Output Data
Lee, Kevin
;
Garratt, Anthony
;
Shields, Kalvinder
-
Centre for Finance, Credit and Macroeconomics (CFCM), …
An output gap measure is suggested based on a multivariate
Beveridge-Nelson
decomposition
of output using a vector …
Persistent link: https://www.econbiz.de/10008871001
Saved in:
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