Author:
Beyaert Arielle,Quesada Medina Alfonso J.
Subject
Economics and Econometrics,Finance
Reference10 articles.
1. Computation of the Beveridge–Nelson decomposition for multivariate economic time series;Ariño;Economics Letters,1998
2. A new approach to the decomposition of economic time series into permanent and transitory components with particular attention to measurement of the business cycle;Beveridge;Journal of Monetary Economics,1981
3. El nivel de equilibrio del tipo de cambio real de la peseta. Aplicación de un método de descomposición multivariante;Beyaert;Revista de Economı́a Aplicada,2000
4. Univariate vs. multivariate forecasts of GNP growth and stock returns: evidence and implications for the persistence of shocks, detrending methods, and tests of the permanent income hypothesis;Cochrane,1990
5. The Beveridge–Nelson decomposition of economic time series: a quick computational method;Cuddington;Journal of Monetary Economics,1987
Cited by
2 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献