References
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- Blanchard, O. J. and Quah, D. (1989) The dynamic effects of demand and supply disturbances, American Economic Review, 79, 655–73.
- Morley, J. C., Nelson, C. R. and Zivot, E. (2003) Why are the Beveridge–Nelson and unobserved-components decompositions of GDP so different?, Review of Economics and Statistics, 85, 235–43.
- Nagakura, D. (2008) A note on the two assumptions of standard unobserved components models, Economics Letters, 100, 123–125.
- Oh, K. H., Zivot, E. and Creal, D. (2008) The relationship between the Beveridge–Nelson decomposition and other permanent–transitory decompositions that are popular in economics, Journal of Econometrics, 146, 207–19.