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

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Author Info
Cuddington, John T.
Winters, L. Alan
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Article provided by Elsevier in its journal Journal of Monetary Economics.

Volume (Year): 19 (1987)
Issue (Month): 1 (January)
Pages: 125-127
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Handle: RePEc:eee:moneco:v:19:y:1987:i:1:p:125-127

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Web page: http://www.elsevier.com/locate/inca/505566

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  1. Kum Hwa Oh & Eric Zivot & Drew Creal, 2006. "The Relationship between the Beveridge-Nelson Decomposition andUnobserved Component Models with Correlated Shocks," Working Papers UWEC-2006-16-FC, University of Washington, Department of Economics. [Downloadable!]
  2. James Mitchell & Michael Massmann, 2004. "Reconsidering the evidence: are Eurozone business cycles converging?," Money Macro and Finance (MMF) Research Group Conference 2003 67, Money Macro and Finance Research Group. [Downloadable!]
    Other versions:
  3. David M. Kemme & Saktinil Roy, 2005. "Real Exchange Rate Misalignment: Prelude to Crisis?," William Davidson Institute Working Papers Series wp797, William Davidson Institute at the University of Michigan Stephen M. Ross Business School. [Downloadable!]
    Other versions:
  4. Elbadawi, Ibrahim A., 1992. "Real overvaluation, terms of trade shocks, and the cost to agriculture in sub-Saharan Africa," Policy Research Working Paper Series 831, The World Bank. [Downloadable!]
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