A Beveridge-Nelson smoother
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References listed on IDEAS
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- Marco Lippi & Lucrezia Reichlin, 1992.
"On persistence of shocks to economic variables: a common misconception,"
ULB Institutional Repository
2013/10161, ULB -- Universite Libre de Bruxelles.
- Lippi, Marco & Reichlin, Lucrezia, 1992. "On persistence of shocks to economic variables : A common misconception," Journal of Monetary Economics, Elsevier, vol. 29(1), pages 87-93, February.
- Watson, Mark W., 1986. "Univariate detrending methods with stochastic trends," Journal of Monetary Economics, Elsevier, vol. 18(1), pages 49-75, July.
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