Beveridge-Nelson Decomposition

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EViews Esther
EViews Developer
Posts: 149
Joined: Fri Sep 03, 2010 7:57 am

Beveridge-Nelson Decomposition

Postby EViews Esther » Thu Jul 07, 2011 10:26 am

This thread is about the BN Decomposition add-in that helps you analysis the differences between long run growth (trend) and short run fluctuations around the growth path (cycle).

SeaWill
Posts: 8
Joined: Fri May 03, 2013 3:03 pm

Re: Beveridge-Nelson Decomposition

Postby SeaWill » Tue May 14, 2013 9:57 am

I'm trying to download this add-in but when it opens in Eviews it returns a message "invalid format string specified." This occurs after i click a prompt: See this file for detaile:
help pls.docx
(888.43 KiB) Downloaded 598 times


Greatly appreciate any help with this :?:

EViews Gareth
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Joined: Tue Sep 16, 2008 5:38 pm

Re: Beveridge-Nelson Decomposition

Postby EViews Gareth » Tue May 14, 2013 10:13 am

You need to have EViews 7.1 or above to use EViews add-ins.
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SeaWill
Posts: 8
Joined: Fri May 03, 2013 3:03 pm

Re: Beveridge-Nelson Decomposition

Postby SeaWill » Tue May 14, 2013 1:20 pm

Ok...i will try to manually code the B-N decomp instead.

EViews Gareth
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Re: Beveridge-Nelson Decomposition

Postby EViews Gareth » Tue May 14, 2013 1:22 pm

Or, you could update to EViews 7.2. It is free, afterall!
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SeaWill
Posts: 8
Joined: Fri May 03, 2013 3:03 pm

Re: Beveridge-Nelson Decomposition

Postby SeaWill » Tue May 14, 2013 6:59 pm

Thanks much...I upgraded and downloaded the add in :shock:

oly
Posts: 1
Joined: Sun Jun 09, 2013 3:07 am

Re: Beveridge-Nelson Decomposition

Postby oly » Sat Jun 15, 2013 1:40 am

Hi,
I'm trying to apply the add-in on a series of log(gdp) with annual data of 41 obs. and with p=1 and q=1. However, no matter what I set the parameters, it always results in error, "error in sample: range error". Also, I'm not sure how to decide on that "parameter value" (s). please help! (Using version 7.2)

Note: I noticed that the program expands the workfile range by the value of the parameter "s" but the sample range is reduced to consist of only one observation. (see attachments)
Attachments
2.jpg
when the BN filter is applied
2.jpg (68.72 KiB) Viewed 6875 times
1.jpg
before applying the BN filter
1.jpg (25.98 KiB) Viewed 6875 times
gdp_bnfilter.wf1
(8.15 KiB) Downloaded 344 times

Cherry_11
Posts: 2
Joined: Thu Aug 01, 2013 2:44 pm

Re: Beveridge-Nelson Decomposition

Postby Cherry_11 » Thu Aug 01, 2013 2:54 pm

Hi , I have upgraded Eviews and down the add-in, then how to install it? or How can I know the Add-in is ready to use? I am quite new to Eviews. Thx!

start
Posts: 1
Joined: Tue Jan 12, 2016 9:12 am

Re: Beveridge-Nelson Decomposition

Postby start » Tue Jan 12, 2016 9:38 am

How to decide on "Parameter value: s steps ahead prediction"?

It does not seem to be a part of standard descriptions of the application of the decomposition as, for example, in Morley, Nelson, and Zivot (2003).


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