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...
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my-ukm.journal.18602011-06-15T06:55:26Z http://journalarticle.ukm.my/1860/ The Beveridge-Nelson decomposition of economic time series: some observations on four ASEAN countries Hamizun Ismail , 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, Thailand and Singapore. The results are then compared with some stylized facts about these variables. On the overall, the technique produces consistent results Penerbit ukm 2008-07 Article PeerReviewed Hamizun Ismail , (2008) The Beveridge-Nelson decomposition of economic time series: some observations on four ASEAN countries. Journal of Quality Measurement and Analysis, 4 (1). pp. 119-129. ISSN 1823-5670 http://www.ukm.my/~ppsmfst/jqma/index.html |
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| description |
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, Thailand and Singapore. The results are then compared with
some stylized facts about these variables. On the overall, the technique produces consistent
results |
| format |
Article |
| author |
Hamizun Ismail , |
| spellingShingle |
Hamizun Ismail , The Beveridge-Nelson decomposition of economic time series: some observations on four ASEAN countries |
| author_facet |
Hamizun Ismail , |
| author_sort |
Hamizun Ismail , |
| title |
The Beveridge-Nelson decomposition of economic time
series: some observations on four ASEAN countries
|
| title_short |
The Beveridge-Nelson decomposition of economic time
series: some observations on four ASEAN countries
|
| title_full |
The Beveridge-Nelson decomposition of economic time
series: some observations on four ASEAN countries
|
| title_fullStr |
The Beveridge-Nelson decomposition of economic time
series: some observations on four ASEAN countries
|
| title_full_unstemmed |
The Beveridge-Nelson decomposition of economic time
series: some observations on four ASEAN countries
|
| title_sort |
beveridge-nelson decomposition of economic time
series: some observations on four asean countries |
| publisher |
Penerbit ukm |
| publishDate |
2008 |
| url |
http://journalarticle.ukm.my/1860/ http://www.ukm.my/~ppsmfst/jqma/index.html |
| _version_ |
1643735178570366976 |