The relationship between the Beveridge–Nelson decomposition and other permanent–transitory decompositions that are popular in economics

By K. H. Oh, Eric Zivot, Drew D. Creal. 2008

50 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/f1bf3d29d513e5357c37c3421d8e4262214ba16c

Citations in the corpus

• Cash Flow Sensitivities and the Allocation of Internal Cash Flow (2014, unknown): “The relative merits of these alternative decompositions are controversial (e.g., Maravall 1995; Nelson 2008; Oh, Zivot, and Creal 2008).”