Computation of the Beveridge-Nelson decomposition for multivariate economic time series

Economics Letters

Volumn 61, Issue 1, 1998, Pages 37-42

  Ariño, Miguel A ^a   Newbold, Paul ^b  

^a UNIVERSITY OF NAVARRA   (Spain)

^b UNIVERSITY OF NOTTINGHAM   (United Kingdom)

Author keywords

C32; Trend cycle decomposition; VARMA models

Indexed keywords

EID: 0038900091     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0165-1765(98)00131-1     Document Type: Article

References (12)

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