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

Economics Letters, 61(1): 37--42, 1998.
Authors: Miguel A. Arino and Paul Newbold
URL: http://www.sciencedirect.com/science/article/B6V84-3TYG0VD-6/2/4ca9cd0932ff658073161aa19a22ac62
Description: Economics Letters
Tags: Trend-cycle decomposition
| URL | BibTeX  
@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},
description = {Economics Letters},
keywords = {Trend-cycle decomposition }
}