The Beveridge-Nelson decomposition of economic time series : A quick computational method
AbstractNo abstract is available for this item.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Bibliographic InfoArticle provided by Elsevier in its journal Journal of Monetary Economics.
Volume (Year): 19 (1987)
Issue (Month): 1 (January)
Contact details of provider:
Web page: http://www.elsevier.com/locate/inca/505566
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- 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.
- Kemme, David M. & Roy, Saktinil, 2006. "Real exchange rate misalignment: Prelude to crisis?," Economic Systems, Elsevier, vol. 30(3), pages 207-230, October.
- 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.
- 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.
- Oh, Kum Hwa & Zivot, Eric & Creal, Drew, 2008. "The relationship between the Beveridge-Nelson decomposition and other permanent-transitory decompositions that are popular in economics," Journal of Econometrics, Elsevier, vol. 146(2), pages 207-219, October.
- Christine Richaud & Aristomene Varoudakis & Marie-Ange Veganzones, 2000.
"Real exchange rate and openness in emerging economies: Argentina in the long run,"
Taylor & Francis Journals, vol. 32(1), pages 1-11.
- Christine Richaud & AristomEne Varoudakis & Marie-Ange VEganzonEs, 2003. "Real exchange rate and openness in emerging economies: Argentina in the long run," Applied Economics, Taylor & Francis Journals, vol. 35(3), pages 293-303.
- Massmann, Michael & Mitchell, James, 2003.
"Reconsidering the evidence: Are Eurozone business cycles converging,"
ZEI Working Papers
B 05-2003, ZEI - Center for European Integration Studies, University of Bonn.
- 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.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Zhang, Lei).
If references are entirely missing, you can add them using this form.