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RATS programs to replicate Morley-Nelson-Zivot state space decomposition

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  • Tom Doan

    () (Estima)

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Abstract

Replication file for Morley, Nelson & Zivot(2003), "Why Are the Beveridge-Nelson and Unobserved-Components Decompositions of GDP So Different?," The Review of Economics and Statistics, vol. 85(2), pages 235-243.

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File URL: http://www.estima.com/procs_perl/mnz_restat_2003.zip
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Bibliographic Info

Software component provided by Boston College Department of Economics in its series Statistical Software Components with number RTZ00115.

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Programming language: RATS
Requires: RATS 8.00
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Handle: RePEc:boc:bocode:rtz00115

Note: RPF and SRC files are plain text. See http://www.estima.com/ratsfiletypes.shtml
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Related research

Keywords: State-space models;

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