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Precise and efficient computation of the Beveridge-Nelson decomposition of economic time series

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Author Info
Newbold, Paul
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Article provided by Elsevier in its journal Journal of Monetary Economics.

Volume (Year): 26 (1990)
Issue (Month): 3 (December)
Pages: 453-457
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Handle: RePEc:eee:moneco:v:26:y:1990:i:3:p:453-457

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

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