Concepedia

A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’

Stephen Beveridge, Charles R. Nelson

Journal of Monetary Economics · 1981 · 2.4K citations · 19 references

Concepts

Social SciencesBusiness EconomicsEconomicsEconometricsMacroeconomicsTime Series AnalysisBusiness CyclesCointegration AnalysisStationarity AnalysisTime Series EconometricsTime Series ModelingBusiness Cycle DynamicsBusiness Cycle EffectsBusiness Cycle LinkagesBusiness Cycle Turning PointsDecomposition Of Trend ComponentsTrend Decomposition

References

19

Time Series Analysis: Forecasting and Control

Michael D. Geurts, George E. P. Box, Gwilym M. Jenkins · Journal of Marketing Research · 1977 · 19.3K citations

Computing, Data Science, Forecasting +11

A Theory of the Consumption Function

Milton Friedman · Econometrica · 1960 · 2.3K citations

Social Sciences, Economics, Economic Policy +14

Measuring Business Cycles

David Wright, Arthur F. Burns, Wesley C. Mitchell · Southern Economic Journal · 1947 · 1.5K citations

Social Sciences, Business Economics, Economics +10

Optimal Properties of Exponentially Weighted Forecasts

John F. Muth · Journal of the American Statistical Association · 1960 · 938 citations

Business, Economics, Econometrics +13

A Theory of the Consumption Function

Robert B. Pettengill, Milton Friedman · Southern Economic Journal · 1958 · 833 citations

Social Sciences, Economics, Economic Policy +14