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A state-space approach to calculating the Beveridge-Nelson decomposition. (2002). Morley, James.
In: Economics Letters.
RePEc:eee:ecolet:v:75:y:2002:i:1:p:123-127.

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  8. A unified approach for jointly estimating the business and financial cycle, and the role of financial factors. (2021). Wong, Benjamin ; Richter, Julia ; Berger, Tino.
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  71. Single Source of Error State Space Approach to the Beveridge Nelson Decomposition. (2004). Snyder, Ralph ; Anderson, Heather ; Low, Chin Nam .
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References

References cited by this document

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  19. What drives investors behaviour in different FX market segments? A VAR-based return decomposition analysis. (2006). Sydow, Matthias ; Osbat, Chiara ; Castren, Olli .
    In: Working Paper Series.
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  20. Natural Volatility, Welfare and Taxation. (2006). Wälde, Klaus ; Walde, Klaus.
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  21. Trend and Cycles: A New Approach and Explanations of Some Old Puzzles. (2005). Wada, Tatsuma ; Perron, Pierre.
    In: Computing in Economics and Finance 2005.
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  22. The welfare cost of macroeconomic uncertainty in the post-war period. (2005). Issler, João ; Guillén, Osmani ; Guillén, Osmani ; FRANCO NETO, AFONSO ; Afonso Arinos de Mello Franco, ; Guillén, Osmani ; Osmani Teixeira De Carvalho Guillen, ; Osmani Teixeira de Carvalho Guillen, .
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  23. The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time. (2005). van Norden, Simon ; Orphanides, Athanasios.
    In: CEPR Discussion Papers.
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  24. A Comparison of Alternative Asymptotic Frameworks to Analyze a Structural Change in a Linear Time Trend. (2005). Perron, Pierre ; Deng, Ai ; Wada, Tatsuma .
    In: Boston University - Department of Economics - Working Papers Series.
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  25. Financial Crises and Money Demand in Jamaica. (2005). Atkins, Fiona .
    In: Birkbeck Working Papers in Economics and Finance.
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  26. Permanent vs Transitory Components and Economic Fundamentals. (2005). wright, stephen ; Robertson, Donald ; Garratt, Anthony.
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  27. O MECANISMO DE TRANSMISSÃO DA TAXA DE CÂMBIO PARA ÍNDICES DE PREÇOS: UMA ANÁLISE VECM PARA O BRASIL. (2005). Guillén, Osmani ; Guillén, Osmani ; Carlos Hamilton Vasconcelos Araujo, ; Guillén, Osmani ; Osmani Teixeira de Carvalho de Guillen, .
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  28. ARE BUSINESS CYCLES ALL ALIKE IN EUROPE?. (2005). Salvato, Marcio ; Issler, João ; Angelo Mont'alverne Duarte, .
    In: Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33rd Brazilian Economics Meeting].
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  29. The reliability of Canadian output gap estimates. (2004). van Norden, Simon ; Cayen, Jean-Philippe .
    In: Discussion Paper Series 1: Economic Studies.
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  30. THE TERMS OF TRADE FOR COMMODITIES IN THE TWENTIETH CENTURY. (2004). Parra Lancourt, Mariangela ; Ocampo, Jose Antonio.
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  31. How Do Banks Set Interest Rates?. (2004). Gambacorta, Leonardo.
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  32. Inside the black box: permanent vs transitory components and economic fundamentals. (2004). wright, stephen ; Robertson, Donald ; Garratt, Anthony.
    In: Money Macro and Finance (MMF) Research Group Conference 2003.
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  33. The reliability of inflation forecasts based on output gap estimates in real time. (2004). van Norden, Simon ; Orphanides, Athanasios.
    In: Finance and Economics Discussion Series.
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  34. Welfare Costs of Business Cycles in South America. (2004). Gomes, Fabio ; Nascimento, Leandro.
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  35. A WELFARE ANALYSIS OF ECONOMIC FLUCTUATIONS IN SOUTH AMERICA. (2004). Fabio Augusto Reis Gomes, ; Nascimento, Leandro.
    In: Anais do XXXII Encontro Nacional de Economia [Proceedings of the 32nd Brazilian Economics Meeting].
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  36. ESTIMATING POTENTIAL OUTPUT AND THE OUTPUT GAP FOR BRAZIL. (2004). Guillén, Osmani ; Guillén, Osmani ; Carlos Hamilton Vasconcelos Araujo, ; Guillén, Osmani ; Osmani Teixera de Carvalho Guillen, ; Marta Baltar Moreira Areosa, .
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  37. Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption. (2004). Ludvigson, Sydney ; Lettau, Martin.
    In: American Economic Review.
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  38. Business cycle detrending of macroeconomic data via a latent business cycle index. (2003). Nelson, Charles ; Dueker, Michael.
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  39. Desequilibrios nominales y reales del tipo de cambio en Colombia. (2003). Carlos Huertas C., ; Hugo Oliveros C., ; Hugo Oliveros C., .
    In: Revista ESPE - ENSAYOS SOBRE POLÍTICA ECONÓMICA.
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  40. Testing the Order of Integration with Low Power Tests. An Application to Argentine Macro-variables. (2003). Panigo, Demian ; Carrera, Jorge ; Feliz, Mariano.
    In: Journal of Applied Economics.
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  41. Desequilibrios nominales y reales del tipo de cambio en Colombia. (2003). Hugo Oliveros C., ; Carlos Huertas C., ; Hugo Oliveros C., .
    In: Revista ESPE - Ensayos sobre Política Económica.
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  42. Desequilibrios nominales y reales del tipo de cambio en Colombia. (2003). Carlos Huertas C., ; Hugo Oliveros C., ; Hugo Oliveros C., .
    In: Revista ESPE - Ensayos sobre Política Económica.
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  43. Comparing Alternative Output-Gap Estimators: A Monte Carlo Approach. (2003). Rennison, Andrew.
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  44. Expectations and the term structure of interest rates : evidence and implications. (2002). Kurmann, André ; King, Robert.
    In: Economic Quarterly.
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  45. A state-space approach to calculating the Beveridge-Nelson decomposition. (2002). Morley, James.
    In: Economics Letters.
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  46. Unobservable-Components Estimates of Output Gaps in Five Asian Economies. (2002). Gerlach, Stefan ; Yiu, Matthew .
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  47. Desequilibrios Nominales y Reales del Tipo de Cambio en Colombia. (2002). Huertas, Carlos ; Oliveros, Hugo .
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  49. Real Exchange Rate Dynamics in Transition Economies: A Nonlinear Analysis. (2001). Taylor, Mark ; Sarno, Lucio.
    In: Studies in Nonlinear Dynamics & Econometrics.
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  50. Bootstrap Unit Root Tests. (2000). Park, Joon.
    In: Econometric Society World Congress 2000 Contributed Papers.
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  51. The Reliability of Output Gap Estimates in Real Time. (2000). Orphanides, Athanasios ; van Norden, Simon.
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  52. Endogenous Business Cycles and the Dynamics of Output, Hours, and Consumption. (2000). Schmitt-Grohe, Stephanie.
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