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

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James C. Morley
Charles Nelson
Eric Zivot
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Paper provided by Department of Economics at the University of Washington in its series Discussion Papers in Economics at the University of Washington with number 0013.

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Date of creation: Apr 2000
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Handle: RePEc:fth:washer:0013

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