The Beveridge-Nelson Decomposition and Impulse-Response Analysis in the Presence of Markov-Switching : Has the Persistence of Real GDP Changed Since the Mid 1980’s?

제목
The Beveridge-Nelson Decomposition and Impulse-Response Analysis in the Presence of Markov-Switching : Has the Persistence of Real GDP Changed Since the Mid 1980’s?
저자
Kim, Dong Heon
학회명
2007 한국계량경제학회 하계학술대회
개최지
성균관대학교
학회 개최일
2007-06-16 ~ 2007-06-14