The Beveridge-Nelson Decomposition of Economic Time Series: A Quick Computational Method

Cuddington, John T; Winters, L. Alan

File(s) not publicly available

The Beveridge-Nelson Decomposition of Economic Time Series: A Quick Computational Method

journal contribution

posted on 2023-06-08, 00:11 authored by John T Cuddington, L. Alan WintersL. Alan Winters

This note describes a much simpler computational method for carrying out the Beveridge and Nelson decomposition of economic time series into permanent and cyclical components.

History

Publication status

Published

Journal

Journal of Monetary Economics

ISSN

0304-3932

External DOI

https://doi.org/10.1016/0304-3932(87)90032-8

Issue

1

Volume

19

Page range

125-127

Pages

3.0

Department affiliated with

Economics Publications

Full text available

No

Peer reviewed?

Yes

Legacy Posted Date

2012-02-06

File(s) not publicly available

The Beveridge-Nelson Decomposition of Economic Time Series: A Quick Computational Method

History

Publication status

Journal

ISSN

External DOI

Issue

Volume

Page range

Pages

Department affiliated with

Full text available

Peer reviewed?

Legacy Posted Date

Usage metrics

Categories

Keywords

Licence

Exports