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Computation of the Beveridge–Nelson decomposition in the case of cointegrated systems with I(0) variables
by
Beyaert, Arielle
,
Quesada Medina
,
Alfonso J
.
Published in
Economics letters
(01.09.2001)
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economics
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beveridge-nelson decomposition
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beveridge–nelson decomposition
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business & economics
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c32
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dekompositionsverfahren
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economics
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