Economic applications: The Beveridge-Nelson decomposition

Research output: Chapter in Book/Report/Conference proceeding › Chapter (Book) › Research › peer-review

Original language	English
Title of host publication	Forecasting with Exponential Smoothing: The State Space Approach
Editors	Rob J Hyndman, Anne B Koehler, J Keith Ord, Ralph D Snyder
Place of Publication	Berlin Germany
Publisher	Springer
Pages	325 - 337
Number of pages	13
Edition	1st
ISBN (Print)	9783540719168
Publication status	Published - 2008
Externally published	Yes

Cite this

@inbook{ee10fca243904b7e86690efb607ac83e,

title = "Economic applications: The Beveridge-Nelson decomposition",

author = "Chin Low and Heather Anderson",

year = "2008",

language = "English",

isbn = "9783540719168",

pages = "325 -- 337",

editor = "Hyndman, {Rob J} and Koehler, {Anne B} and Ord, {J Keith} and Snyder, {Ralph D}",

booktitle = "Forecasting with Exponential Smoothing: The State Space Approach",

publisher = "Springer",

edition = "1st",

}

Economic applications: The Beveridge-Nelson decomposition. / Low, Chin; Anderson, Heather.
Forecasting with Exponential Smoothing: The State Space Approach. ed. / Rob J Hyndman; Anne B Koehler; J Keith Ord; Ralph D Snyder. 1st. ed. Berlin Germany: Springer, 2008. p. 325 - 337.

Research output: Chapter in Book/Report/Conference proceeding › Chapter (Book) › Research › peer-review

TY - CHAP

T1 - Economic applications: The Beveridge-Nelson decomposition

AU - Low, Chin

AU - Anderson, Heather

PY - 2008

Y1 - 2008

M3 - Chapter (Book)

SN - 9783540719168

SP - 325

EP - 337

BT - Forecasting with Exponential Smoothing: The State Space Approach

A2 - Hyndman, Rob J

A2 - Koehler, Anne B

A2 - Ord, J Keith

A2 - Snyder, Ralph D

PB - Springer

CY - Berlin Germany

ER -