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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| Format: | Article |
| Published: |
Penerbit ukm
2008
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| Online Access: | http://journalarticle.ukm.my/1860/ http://www.ukm.my/~ppsmfst/jqma/index.html |
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| Institution: | Universiti Kebangsaan Malaysia |