The Beveridge-Nelson decomposition of economic time series: A quick computational method

Publisher Website

31 January 1987

journal article
Published by Elsevier in Journal of Monetary Economics

Vol. 19 (1) , 125-127
https://doi.org/10.1016/0304-3932(87)90032-8

Abstract

No abstract available

Keywords

TIME SERIES

This publication has 1 reference indexed in Scilit:

A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’
Journal of Monetary Economics, 1981