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The Beveridge-Nelson Decomposition of Economic Time Series: A Quick Computational Method
journal contributionposted 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.
JournalJournal of Monetary Economics
Department affiliated with
- Economics Publications
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