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The Beveridge-Nelson decomposition of economic time series · Study

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ArticleThe Beveridge-Nelson decomposition of economic time series

Stephen M. Miller1988

Article1988

The Beveridge-Nelson decomposition of economic time series

Stephen M. Miller

49 citations·0/0 files stored·Journal of Monetary Economics

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Monetary Policy and Economic Impact Forecasting Techniques and Applications Statistical and numerical algorithms

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1981A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’1987The Beveridge-Nelson decomposition of economic time series

Cited by

1998Capital flows and saving in Latin America and Asia: a reinterpretation 2006Single source of error state space approach to the Beveridge Nelson decomposition 1991On testing for symmetry in business cycles 1998Computation of the Beveridge–Nelson decomposition for multivariate economic time series 2004Are business cycles asymmetric? Some European evidence 2012Real wages and the business cycle in Germany 1993The Cyclical Component in Brazilian GDP

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2006Real exchange rate misalignment: Prelude to crisis?article · 2 shared references 1991On testing for symmetry in business cyclesarticle · 2 shared references 1998Computation of the Beveridge–Nelson decomposition for multivariate economic time seriesarticle · 2 shared references 1989Trends and cycles in Colombia's real GDP and fiscal deficitarticle · 2 shared references 2012Real wages and the business cycle in Germanyarticle · 2 shared references 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cyclearticle · 1 shared reference

Details

Year1988

Typearticle

Published1988-01-01

VenueJournal of Monetary Economics

ISSN-L0304-3932

Languageen

Citations49

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/0304-3932(88)90051-7

openalex_workW1554144956

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