THE BEVERIDGE-NELSON DECOMPOSITION OF ECONOMIC TIME-SERIES - A QUICK COMPUTATIONAL METHOD

被引：18

作者：

CUDDINGTON, JT

WINTERS, LA

机构：

[1] UNIV COLL N WALES, BANGOR LL57 2DG, WALES

[2] GEORGETOWN UNIV, WASHINGTON, DC 20057 USA

来源：

JOURNAL OF MONETARY ECONOMICS | 1987年 / 19卷 / 01期

关键词：

D O I：

10.1016/0304-3932(87)90032-8

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

收藏

页码：125 / 127

页数：3

相关论文

共 2 条

[1] A NEW APPROACH TO DECOMPOSITION OF ECONOMIC TIME-SERIES INTO PERMANENT AND TRANSITORY COMPONENTS WITH PARTICULAR ATTENTION TO MEASUREMENT OF THE BUSINESS-CYCLE [J].

BEVERIDGE, S ;

NELSON, CR .

JOURNAL OF MONETARY ECONOMICS, 1981, 7 (02) :151-174

[2]

BOX GEP, 1976, TIME SERIES ANAL FOR, P338