A multivariate innovations state space Beveridge-Nelson decomposition

Ashton James de Silva, Robin John Hyndman, Ralph David Snyder

Research output: Contribution to journalArticleResearchpeer-review

4 Citations (Scopus)
Original languageEnglish
Pages (from-to)1067 - 1074
Number of pages8
JournalEconomic Modelling
Volume26
Issue number5
DOIs
Publication statusPublished - 2009

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