The Morley-Wong decomposition add-in

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dakila
Posts: 479
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.

QIO
Posts: 7
Joined: Sat Feb 27, 2021 11:26 am

Re: The Morley-Wong decomposition add-in

Postby QIO » Sat Feb 27, 2021 11:41 am

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
Posts: 479
Joined: Tue Nov 24, 2015 4:57 pm

Re: The Morley-Wong decomposition add-in

Postby dakila » Sat Feb 27, 2021 5:57 pm

Hi Michael,
The manual (bnmw.pdf) and replication files (bnmw_ex.prg) are located in C:\Users\...\Documents\EViews Addins\BNMW.
Attachments
bnmw.pdf
Documentation
(86.37 KiB) Downloaded 468 times

QIO
Posts: 7
Joined: Sat Feb 27, 2021 11:26 am

Re: The Morley-Wong decomposition add-in

Postby QIO » Mon Mar 01, 2021 7:35 am

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

dakila
Posts: 479
Joined: Tue Nov 24, 2015 4:57 pm

Re: The Morley-Wong decomposition add-in

Postby dakila » Thu Oct 21, 2021 2:16 am

The bnmw add-in is updated.


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