The Beveridge-Nelson decomposition of economic time series: some observations on four ASEAN countries
The primary objective of this study is to experiment with a procedure in implementing the Beveridge-Nelson decomposition. In particular, we apply the Arino-Newbold procedure to obtain the transitory components of several economic aggregates of four ASEAN countries, namely Indonesia, Malaysia, Tha...
Main Author: | Hamizun Ismail |
---|---|
Format: | Article |
Published: |
Penerbit ukm
2008
|
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