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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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Official URL: http://dx.doi.org/10.1016/0304-3932(87)90032-8
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 |
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Schools and Departments: | University of Sussex Business School > 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 |