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 · Derivation

HP filter and Beveridge-Nelson decomposition estimation: assumptions and equations

Trace the HP filter and Beveridge-Nelson decomposition estimation through assumptions, notation, equations, and failure cases.

Macro by Mark

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