The Morley-Wong decomposition add-in

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dakila
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Joined: Tue Nov 24, 2015 4:57 pm

The Morley-Wong decomposition add-in

Postby dakila » Tue Dec 01, 2020 5:11 pm

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.

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