Reference health
The beveridge-nelson decomposition: Properties and extensions
13/13 checkable references clean · checked 2026-08-09
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
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The 13 checked references that resolve
resolves10.1016/0304-3932(81)90040-4
A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’
resolves10.1080/07350015.1983.10509355
Forecasting Economic Time Series With Structural and Box-Jenkins Models: A Case Study
resolves10.1016/0304-3932(90)90007-Q
Precise and efficient computation of the Beveridge-Nelson decomposition of economic time series
The 6 references without a DOI — listed, not checked
no DOI — not checkedBrewer, K. R. W., Hagan, P. J. andPerazzelli, P. (1975), Seasonal Adjustment using Box-Jenkins Models,Bulletin of the International Statistical Institute, Proceedings of the 40th Session, 31, 130–136.
no DOI — not checkedHarvey, A. C. (1989),Forecasting, Structural Time Series Models and the Kalman Filter, Cambridge, Cambridge University Press.
no DOI — not checkedPiccolo, D. (1982), A Comparison of Some Alternative Decomposition Methods for ARMA Models, inTime Series Analysis: Theory and Practice I, O.D. Anderson (Ed.), North-Holland, p. 565–582.
no DOI — not checkedProietti, T. (1994), Scomposizione di Beveridge-Nelson e persistenza per processi stagionali integrati. Un'applicazione al valore aggiunto settoriale. InSocietà Italiana di Statistica. Atti della XXXVII Riunione Scientifica, San Remo CISU, p. 595–602.
no DOI — not checkedProietti, T. (1995), Persistence of Shocks on Seasonal Processes. Accepted for publication in theJournal of Applied Econometrics.
no DOI — not checkedVahid, F. andEngle, R. F. (1993), Common Trends and Common Cycles,Journal of Applied Econometrics, 8, 4, 341–360.
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