@article{Arino1998, title = {Computation of the Beveridge-Nelson decomposition for multivariate economic time series}, author = {Miguel A. Arino and Paul Newbold}, day = {01}, journal = {Economics Letters}, month = {Oct}, number = {1}, pages = {37--42}, url = {http://www.sciencedirect.com/science/article/B6V84-3TYG0VD-6/2/4ca9cd0932ff658073161aa19a22ac62}, volume = {61}, year = {1998}, biburl = {http://www.bibsonomy.org/bibtex/24c9ff70d3d83721c7f0a6cbdb1c33e93/smicha}, description = {Economics Letters}, keywords = {Trend-cycle decomposition } }