Why are the Beveridge-Nelson and unobserved-components decompositions of GDP so different?

Review of Economics and Statistics

Volumn 85, Issue 2, 2003, Pages 235-243

  Morley, James C ^a   Nelson, Charles R ^b   Zivot, Eric ^b  

^a WASHINGTON UNIVERSITY   (United States)

^b UNIVERSITY OF WASHINGTON   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0038015668     PISSN: 00346535     EISSN: None     Source Type: Journal    
DOI: 10.1162/003465303765299765     Document Type: Review

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