The Beveridge-Nelson decomposition of economic time series : a quick computational method
John T. Cuddington ; L. Alan Winters
| Year of publication: |
1987
|
|---|---|
| Authors: | Cuddington, John T. |
| Other Persons: | Winters, Leonard Alan (contributor) |
| Published in: |
Journal of monetary economics. - Amsterdam : Elsevier, ISSN 0304-3932, ZDB-ID 191155-7. - Vol. 19.1987, 1, p. 123-127
|
| Subject: | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Notes: | Über: Beveridge, Stephen: A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the "business cycle" |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001016497