Economic Applications: The Beveridge-Nelson Decomposition

Chin Nam Low, Heather Anderson

Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review

Original language	English
Title of host publication	Forecasting with Exponential Smoothing: The State Space Approach
Editors	R.J Hyndman, A.B. Koehler, J.K Ord and R.D Snyder
Place of Publication	Berlin
Publisher	Springer
Pages	325-337
Volume	1
Edition	1st
ISBN (Print)	9783540719168
Publication status	Published - 2008

Cite this

@inbook{12d259a21b0b4e65b0b246100d76b23b,

title = "Economic Applications: The Beveridge-Nelson Decomposition",

author = "Low, \{Chin Nam\} and Heather Anderson",

year = "2008",

language = "English",

isbn = "9783540719168",

volume = "1",

pages = "325--337",

editor = "\{R.J Hyndman, A.B. Koehler, J.K Ord and R.D Snyder\}",

booktitle = "Forecasting with Exponential Smoothing: The State Space Approach",

publisher = "Springer",

address = "Germany",

edition = "1st",

}