A NEW APPROACH TO DECOMPOSITION OF ECONOMIC TIME-SERIES INTO PERMANENT AND TRANSITORY COMPONENTS WITH PARTICULAR ATTENTION TO MEASUREMENT OF THE BUSINESS-CYCLE

被引：898

作者：

BEVERIDGE, S ^{[1
]}

NELSON, CR ^{[1
]}

机构：

[1] UNIV WASHINGTON,SEATTLE,WA 98195

来源：

关键词：

D O I：

10.1016/0304-3932(81)90040-4

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：151 / 174

页数：24

共 17 条

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[2]

Burns A. F., 1946, MEASURING BUSINESS C

CLEVELAND, WP ;

TIAO, GC .

[4]

FELLNER WJ, 1956, TRENDS CYCLES EC ACT

[5]

Friedman Milton, 1957, THEORY CONSUMPTION F

[6]

Hymans S. H., 1973, BROOKINGS PAPERS EC, V2, P339

[7]

Mintz I., 1969, DATING POSTWAR BUSIN

[8]

Mintz I., 1972, BUSINESS CYCLE TODAY

[9]

MUTH JF, 1960, J AM STAT ASSOC, V55, P299

[10]

NELSON CA, UNPUBLISHED