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

Cuddington, John T and Winters, L Alan (1987) The Beveridge-Nelson Decomposition of Economic Time Series: A Quick Computational Method. Journal of Monetary Economics, 19 (1). pp. 125-127. ISSN 0304-3932

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Abstract

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.

Item Type: Article
Schools and Departments: School of Business, Management and Economics > Economics
Depositing User: L.Alan Winters
Date Deposited: 06 Feb 2012 19:50
Last Modified: 28 Mar 2012 08:21
URI: http://sro.sussex.ac.uk/id/eprint/22438
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