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  1. Kamber, Güneş [Author]; Morley, James C. [Author]; Wong, Benjamin [Author]

    Trend-cycle decomposition after COVID

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    Canberra: Australian National University, Crawford School of Public Policy, March 26, 2024

    Published in: Australian National University: CAMA working paper series ; 20240024

  4. Morley, James C. [Author]; Rodriguez Palenzuela, Diego [Author]; Sun, Yiqiao [Author]; Wong, Benjamin [Author]

    Estimating the Euro Area output gap using multivariate information and addressing the COVID-19 pandemic

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    Frankfurt am Main, Germany: European Central Bank, [2022]

    Published in: Europäische Zentralbank: Working paper series ; 2716

  6. Yan, Yayi [Author]; Gao, Jiti [Author]; Peng, Bin [Author]

    Asymptotics for time-varying vector MA (∞) processes

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    [Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, December 2021

    Published in: Monash University: Working paper ; 2021,22

  7. Andrić, Vladimir [Author]; Nenadović, Sanja [Author]

    Laplace, Hansen-Sargent and Beveridge-Nelson a note towards unified business application

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    2021

    Published in: Serbian journal of management ; 16(2021), 1, Seite 39-47

  10. Kamber, Gunes [Author]; Morley, James C. [Author]; Wong, Benjamin [Author]

    Intuitive and reliable estimates of the output gap from a Beveridge-Nelson filter - [Second version]

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    [Sydney, NSW, Australia]: School of Economics, the University of New South Wales, January 2017

    Published in: UNSW Business School working paper ; 2016,09

  15. Buncic, Daniel [Author]; Pagan, Adrian R. [Author]; Robinson, Tim [Author]

    Recovering stars in macroeconomics

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    Canberra: Australian National University, Crawford School of Public Policy, 2023

    Published in: Australian National University: CAMA working paper series ; 20230043

  16. Buncic, Daniel [Author]; Pagan, Adrian R. [Author]; Robinson, Tim [Author]

    Recovering stars in macroeconomics

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    [Melbourne,] Victoria, Australia: Melbourne Institute: Applied Economic & Social Research, The University of Melbourne, [2023]

    Published in: Melbourne Institute of Applied Economic and Social Research: Melbourne Institute working paper series ; 2023,12

  19. Murasawa, Yasutomo [Author]

    Bayesian multivariate Beveridge-Nelson decomposition of I(1) and I(2) series with cointegration

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    2022

    Published in: Studies in nonlinear dynamics and econometrics ; 26(2022), 3 vom: Juni, Seite 387-415