BNDECOMP: RATS procedure to perform Beveridge-Nelson decomposition
Download full text from publisher
Other versions of this item:
- Newbold, Paul, 1990. "Precise and efficient computation of the Beveridge-Nelson decomposition of economic time series," Journal of Monetary Economics, Elsevier, vol. 26(3), pages 453-457, December.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Mozaffari, Samaneh & Nateghi, Mohammad Reza & Zarandi, Mahmood Borhani, 2017. "An overview of the Challenges in the commercialization of dye sensitized solar cells," Renewable and Sustainable Energy Reviews, Elsevier, vol. 71(C), pages 675-686.
More about this item
KeywordsDetrending; Beviridge-Nelson decomposition;
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:boc:bocode:rts00028. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christopher F Baum). General contact details of provider: http://edirc.repec.org/data/debocus.html .
We have no references for this item. You can help adding them by using this form .