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The Beveridge-Nelson Decomposition of Economic Time Series: A Quick Computational Method

journal contribution
posted on 2023-06-08, 00:11 authored by John T Cuddington, L. Alan WintersL. Alan Winters
This note describes a much simpler computational method for carrying out the Beveridge and Nelson decomposition of economic time series into permanent and cyclical components.

History

Publication status

  • Published

Journal

Journal of Monetary Economics

ISSN

0304-3932

Issue

1

Volume

19

Page range

125-127

Pages

3.0

Department affiliated with

  • Economics Publications

Full text available

  • No

Peer reviewed?

  • Yes

Legacy Posted Date

2012-02-06

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