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The Beveridge-Nelson decomposition of economic time series : Another economical computational method

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  1. GOMEZ-SORZANO, Gustavo Alejandro, 2007. "Decomposing Violence: Crime Cycles In The Twentieth Century In The United States," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 7(1).
  2. Kum Hwa Oh & Eric Zivot & Drew Creal, 2006. "The Relationship between the Beveridge-Nelson Decomposition andUnobserved Component Models with Correlated Shocks," Working Papers UWEC-2006-16-FC, University of Washington, Department of Economics.
  3. Carmen M. Reinhart & Peter Wickham, 1994. "Commodity Prices: Cyclical Weakness or Secular Decline?," IMF Staff Papers, Palgrave Macmillan, vol. 41(2), pages 175-213, June.
  4. Reinhart, Carmen M. & Talvi, Ernesto, 1998. "Capital flows and saving in Latin America and Asia: a reinterpretation," Journal of Development Economics, Elsevier, vol. 57(1), pages 45-66, October.
  5. Anderson, Heather M. & Low, Chin Nam & Snyder, Ralph, 2006. "Single source of error state space approach to the Beveridge Nelson decomposition," Economics Letters, Elsevier, vol. 91(1), pages 104-109, April.
  6. Massmann, Michael & Mitchell, James, 2003. "Reconsidering the evidence: Are Eurozone business cycles converging," ZEI Working Papers B 05-2003, University of Bonn, ZEI - Center for European Integration Studies.
  7. Asea, Patrick K & Reinhart, Carmen M, 1996. "Le Prix de l'Argent: How (Not) to Deal with Capital Inflows," Journal of African Economies, Centre for the Study of African Economies, vol. 5(3), pages 231-271, October.
  8. Guillermo Calvo & Carmen Reinhart & Carlos Végh, 1994. "La tasa de cambio real como meta de política: teoría y evidencia," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 13(25), pages 7-50, June.
  9. Gómez-sorzano, Gustavo, 2007. "Cycles of violence, and terrorist attacks index for the State of Missouri," MPRA Paper 4940, University Library of Munich, Germany, revised 15 Sep 2007.
  10. Gómez-Sorzano, Gustavo, 2006. "Cycles of violence, and terrorist attacks index for the State of Ohio," MPRA Paper 4605, University Library of Munich, Germany, revised 25 Aug 2007.
  11. Cribari-Neto, Francisco, 1993. "The Cyclical Component in Brazilian GDP," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 13(1), April.
  12. Gómez-sorzano, Gustavo, 2007. "Cycles of violence, riots, and terrorist attacks index for the State of California," MPRA Paper 4547, University Library of Munich, Germany, revised 19 Aug 2007.
  13. Calvo, Guillermo A. & Reinhart, Carmen M. & Vegh, Carlos A., 1995. "Targeting the real exchange rate: theory and evidence," Journal of Development Economics, Elsevier, vol. 47(1), pages 97-133, June.
  14. Gómez-Sorzano, Gustavo, 2007. "Cycles of violence, and terrorist attacks index for the State of Michigan," MPRA Paper 5094, University Library of Munich, Germany, revised 30 Sep 2007.
  15. Santiago Herrera, 1997. "El tipo de cambio real y la cuenta corriente de la balanza de pagos de largo plazo en Colombia," Coyuntura Económica, Fedesarrollo, March.
  16. Katsuyuki Shibayama, 2015. "Trend Dominance in Macroeconomic Fluctuations," Studies in Economics 1518, School of Economics, University of Kent.
  17. Beyaert, Arielle & Quesada Medina, Alfonso J., 2001. "Computation of the Beveridge-Nelson decomposition in the case of cointegrated systems with I(0) variables," Economics Letters, Elsevier, vol. 72(3), pages 283-289, September.
  18. Gómez-Sorzano, Gustavo, 2007. "Cycles of violence and terrorist attacks index for the State of Arizona," MPRA Paper 4360, University Library of Munich, Germany, revised 04 Aug 2007.
  19. Gomez-Sorzano, Gustavo, 2006. "Decomposing violence: terrorist murder in the twentieth century in the U.S," MPRA Paper 1145, University Library of Munich, Germany, revised 11 Nov 2006.
  20. Anelí Bongers & José L. Torres & Jesús Rodríguez, 2010. "Caracterización del ciclo económico en Andalucía 1980 - 2008," Economic Working Papers at Centro de Estudios Andaluces E2010/08, Centro de Estudios Andaluces.
  21. Kamil, Nazrol & Masih, Mansur, 2016. "Shari’ah (islamic)compliant investments in Malaysia: influences of selected stock indices and their trend/cycle decomposition equity," MPRA Paper 100955, University Library of Munich, Germany.
  22. Cribari-Neto, Francisco, 1996. "On time series econometrics," The Quarterly Review of Economics and Finance, Elsevier, vol. 36(Supplemen), pages 37-60.
  23. Morley, James C., 2002. "A state-space approach to calculating the Beveridge-Nelson decomposition," Economics Letters, Elsevier, vol. 75(1), pages 123-127, March.
  24. Arino, Miguel A. & Newbold, Paul, 1998. "Computation of the Beveridge-Nelson decomposition for multivariate economic time series," Economics Letters, Elsevier, vol. 61(1), pages 37-42, October.
  25. Calvo, Guillermo A. & Reinhart, Carmen M. & Vegh, Carlos A., 1995. "Targeting the real exchange rate: theory and evidence," Journal of Development Economics, Elsevier, vol. 47(1), pages 97-133, June.
  26. Gómez-sorzano, Gustavo, 2007. "Terrorist murder, cycles of violence, and attacks index for the City of Philadelphia during the last two centuries," MPRA Paper 4783, University Library of Munich, Germany, revised 08 Sep 2007.
  27. Stephen M. Miller & Frank S. Russek, 1989. "Are The Twin Deficits Really Related?," Contemporary Economic Policy, Western Economic Association International, vol. 7(4), pages 91-115, October.
  28. Gómez-sorzano, Gustavo, 2007. "Cycles of violence, and attacks index for the State of Florida," MPRA Paper 4941, University Library of Munich, Germany, revised 16 Sep 2007.
  29. Gómez-Sorzano, Gustavo, 2007. "Cycles of violence, and terrorist attacks index for the State of Washington," MPRA Paper 4604, University Library of Munich, Germany, revised 25 Aug 2007.
  30. Oh, Kum Hwa & Zivot, Eric & Creal, Drew, 2008. "The relationship between the Beveridge-Nelson decomposition and other permanent-transitory decompositions that are popular in economics," Journal of Econometrics, Elsevier, vol. 146(2), pages 207-219, October.
  31. Viorica Chirila, 2012. "Detrending Time Series and Business Cycles. The Romanian Case," Acta Universitatis Danubius. OEconomica, Danubius University of Galati, issue 4(4), pages 126-136, August.
  32. Gómez-Sorzano, Gustavo, 2007. "Cycles of violence, and terrorist attacks index for the State of Oklahoma," MPRA Paper 5095, University Library of Munich, Germany, revised 30 Sep 2007.
  33. Gómez-Sorzano, Gustavo, 2007. "Cycles of violence, and terrorist attacks index for the State of Massachusetts," MPRA Paper 4342, University Library of Munich, Germany, revised 20 May 2007.
  34. Gómez-Sorzano, Gustavo, 2007. "Cycles of violence, and terrorist attacks index for the State of Arkansas," MPRA Paper 4606, University Library of Munich, Germany, revised 25 Aug 2007.
  35. Kim, Chang-Jin, 2008. "Markov-switching and the Beveridge-Nelson decomposition: Has US output persistence changed since 1984?," Journal of Econometrics, Elsevier, vol. 146(2), pages 227-240, October.
  36. Reinhart, Carmen, 1988. "Real Exchange Rate and Commodity Prices in a Neoclassical Model," MPRA Paper 13188, University Library of Munich, Germany.
  37. Hossain, Ferdaus, 1995. "Current account determination in the intertemporal framework: an empirical analysis," ISU General Staff Papers 1995010108000011939, Iowa State University, Department of Economics.
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