The Beveridge-Nelson decomposition of economic time series: Another economical computational method
- 31 January 1988
- journal article
- Published by Elsevier in Journal of Monetary Economics
- Vol. 21 (1) , 141-142
- https://doi.org/10.1016/0304-3932(88)90051-7
Abstract
No abstract availableKeywords
This publication has 2 references indexed in Scilit:
- The Beveridge-Nelson decomposition of economic time series: A quick computational methodJournal of Monetary Economics, 1987
- 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