The Morley-Wong decomposition add-in

[dakila]

This thread is about the Morley-Wong decomposition add-in that estimates the trend and cycle of a time series given a large information set using the Beveridge-Nelson decomposition based on a large Bayesian vector autoregression.

[QIO]

hi there;
is there any manual available for how to use the BN-MW decomposition? i only receive errors when running it on two series for industrial production (error xxx in encrypted program)
best greetings
Michael

[dakila]

Hi Michael,
The manual (bnmw.pdf) and replication files (bnmw_ex.prg) are located in C:\Users\...\Documents\EViews Addins\BNMW.

[QIO]

Hi Dakila
thx, this is what i was looking for!
best greetings
Michael