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Why Are Beveridge-Nelson and Unobserved-Component Decompositions of GDP So Different?

James Morley, Charles Nelson and Eric Zivot

Discussion Papers in Economics at the University of Washington from Department of Economics at the University of Washington

Date: 2000-04
New Economics Papers: this item is included in nep-ecm, nep-ets and nep-tid
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Citations: View citations in EconPapers (39)

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Related works:
Journal Article: Why Are the Beveridge-Nelson and Unobserved-Components Decompositions of GDP So Different? (2003) Downloads
Working Paper: Why are Beveridge-Nelson and Unobserved-component decompositions of GDP so Different? (2003)
Working Paper: Why Are Beveridge-Nelson and Unobserved-Component Decompositions of GDP So Different? (2002) Downloads
Working Paper: Why are Beveridge-Nelson and Unobserved-Component Decompositions of GDP so Different? (2000) Downloads
Working Paper: Why Are Beveridge-Nelson and Unobserved-Component Decompositions of GDP So Different? (2000) Downloads
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