Macroeconomic model reference

HP filter and Beveridge-Nelson decomposition Model

Trend-cycle decomposition for a single macro series, comparing smooth HP trend extraction with Beveridge-Nelson permanent-transitory decomposition.

Empirical forecasting models · Model choice

HP filter and Beveridge-Nelson decomposition versus nearby models

Compare HP filter and Beveridge-Nelson decomposition with nearby alternatives, local saved scenarios, data needs, assumptions, strengths, weak points, and use case.

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