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The Beveridge-Nelson decomposition of economic time series
2 references·7 citing·32 second hop
The Beveridge-Nelson decomposition of economic time series (1988)The Beveridge-Nelson decomposition of eco…The Beveridge-Nelson decomposition of economic time series (1987)The Beveridge-Nelson decompos…A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’ (1981)A new approach to decompositi…Real wages and the business cycle in Germany (2012)Real wages and the business c…Single source of error state space approach to the Beveridge Nelson decomposition (2006)Single source of error state …Are business cycles asymmetric? Some European evidence (2004)Are business cycles asymmetri…Computation of the Beveridge–Nelson decomposition for multivariate economic time series (1998)Computation of the Beveridge–…Capital flows and saving in Latin America and Asia: a reinterpretation (1998)Capital flows and saving in L…The Cyclical Component in Brazilian GDP (1993)The Cyclical Component in Bra…On testing for symmetry in business cycles (1991)On testing for symmetry in bu…Time Series Analysis: Forecasting and Control (1977)Interpreting the Cyclical Behavior of Prices (1993)Real exchange rate misalignment: Prelude to crisis? (2006)Testing for Common Trends (1988)Introduction to Multiple Time Series Analysis (1993)The General Theory of Employment, Interest and Money. (1936)The General Theory of Employment, Interest and Money. (1936)Asymmetries in Business Cycles: Econometric Techniques and Empirical Evidence (1994)Statistical surveillance of business cycles (1994)Asymmetries and nonlinearities in Italian macroeconomic fluctuations (1999)A Theory of the Consumption Function (1960)Optimal Properties of Exponentially Weighted Forecasts (1960)Trends and random walks in macroeconmic time series (1982)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Forecasting, Structural Time Series Models and the Kalman Filter (1990)Detrending and business cycle facts (1998)Monetary Transmission in an Emerging Targeter (2008)The Credit Channel and Monetary Transmission in Brazil and Chile: A Structured VAR Approach (2010)TREND IN CYCLE OR CYCLE IN TREND? NEW STRUCTURAL IDENTIFICATIONS FOR UNOBSERVED-COMPONENTS MODELS OF U.S. REAL GDP (2014)Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots (1991)Capital Inflows and Real Exchange Rate Appreciation in Latin America: The Role of External Factors (1993)Medium-Term Determinants of Current Accounts in Industrial and Developing Countries: An Empirical Exploration (2000)Do All Foreign Direct Investment Inflows Benefit the Local Economy? (2006)Globalization and competition: why some emergent countries succeed while others fall behind (2010)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)Time to Build and Aggregate Fluctuations (1982)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Wavelet spectrum analysis of business cycles of China and G7 countries (2014)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)
this work references cited by second hop

References

  • 1981A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’2,308 cited
  • 1987The Beveridge-Nelson decomposition of economic time series55 cited

Cited by

  • 1998Capital flows and saving in Latin America and Asia: a reinterpretation73 cited
  • 2006Single source of error state space approach to the Beveridge Nelson decomposition32 cited
  • 1991On testing for symmetry in business cycles26 cited
  • 1998Computation of the Beveridge–Nelson decomposition for multivariate economic time series22 cited
  • 2004Are business cycles asymmetric? Some European evidence16 cited
  • 2012Real wages and the business cycle in Germany15 cited
  • 1993The Cyclical Component in Brazilian GDP15 cited

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