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

Cite this

@article{27495d750ff94ca581d7853f159d1c64,
title = "A multivariate innovations state space Beveridge-Nelson decomposition",
author = "{de Silva}, {Ashton James} and Hyndman, {Robin John} and Snyder, {Ralph David}",
year = "2009",
doi = "10.1016/j.econmod.2009.04.004",
language = "English",
volume = "26",
pages = "1067 -- 1074",
journal = "Economic Modelling",
issn = "0264-9993",
publisher = "Elsevier",
number = "5",

}

A multivariate innovations state space Beveridge-Nelson decomposition. / de Silva, Ashton James; Hyndman, Robin John; Snyder, Ralph David.

In: Economic Modelling, Vol. 26, No. 5, 2009, p. 1067 - 1074.

Research output: Contribution to journalArticleResearchpeer-review

TY - JOUR

T1 - A multivariate innovations state space Beveridge-Nelson decomposition

AU - de Silva, Ashton James

AU - Hyndman, Robin John

AU - Snyder, Ralph David

PY - 2009

Y1 - 2009

U2 - 10.1016/j.econmod.2009.04.004

DO - 10.1016/j.econmod.2009.04.004

M3 - Article

VL - 26

SP - 1067

EP - 1074

JO - Economic Modelling

JF - Economic Modelling

SN - 0264-9993

IS - 5

ER -