Single source of error state space approach to the Beveridge Nelson decomposition

Research output: Contribution to journalArticleResearchpeer-review

11 Citations (Scopus)
Original languageEnglish
Pages (from-to)104 - 109
Number of pages6
JournalEconomics Letters
Volume91
Issue number1
DOIs
Publication statusPublished - 2006

Cite this

@article{65061575245547a4b4889aa34e637a2e,
title = "Single source of error state space approach to the Beveridge Nelson decomposition",
author = "Anderson, {Heather Margot} and Low, {Chin Nam} and Snyder, {Ralph David}",
year = "2006",
doi = "10.1016/j.econlet.2005.11.005",
language = "English",
volume = "91",
pages = "104 -- 109",
journal = "Economics Letters",
issn = "0165-1765",
publisher = "Elsevier",
number = "1",

}

Single source of error state space approach to the Beveridge Nelson decomposition. / Anderson, Heather Margot; Low, Chin Nam; Snyder, Ralph David.

In: Economics Letters, Vol. 91, No. 1, 2006, p. 104 - 109.

Research output: Contribution to journalArticleResearchpeer-review

TY - JOUR

T1 - Single source of error state space approach to the Beveridge Nelson decomposition

AU - Anderson, Heather Margot

AU - Low, Chin Nam

AU - Snyder, Ralph David

PY - 2006

Y1 - 2006

UR - http://<Go to ISI>://000237185500018

U2 - 10.1016/j.econlet.2005.11.005

DO - 10.1016/j.econlet.2005.11.005

M3 - Article

VL - 91

SP - 104

EP - 109

JO - Economics Letters

JF - Economics Letters

SN - 0165-1765

IS - 1

ER -