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The Beveridge-Nelson decomposition of economic time series

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References

1977Time Series Analysis: Forecasting and Control19,200 cited
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

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1996Capital Inflows and the Real Exchange Rate26 cited
1998Computation of the Beveridge–Nelson decomposition for multivariate economic time series22 cited
1989Trends and cycles in Colombia's real GDP and fiscal deficit18 cited
2004Are business cycles asymmetric? Some European evidence16 cited
2012Real wages and the business cycle in Germany15 cited
1995On the determination of real interest rates in Europe14 cited

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