beveridge nelson decomposition

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aditi
Posts: 9
Joined: Sun Apr 03, 2011 1:10 am

beveridge nelson decomposition

Postby aditi » Mon Apr 18, 2011 12:40 am

I would like to know if it is possible to program the Beveridge nelson decomposition in EViews. Please let me know if anyone has access to such a program as EViews does not have a ready-to-use procedure for the same.

Thank you.
Aditi
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Abraham Vela
Posts: 4
Joined: Mon May 02, 2011 9:33 am

Re: beveridge nelson decomposition

Postby Abraham Vela » Mon May 02, 2011 9:44 am

I hope the follwowing is useful. It contains B-N workfile and program to carry on the decomposition.

http://docentes.fe.unl.pt/~lcnunes/cour ... mples.html

You shall thank prof. Cnunes and ask for his permission to use the eviews code.

Good luck,
Abe
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aditi
Posts: 9
Joined: Sun Apr 03, 2011 1:10 am

Re: beveridge nelson decomposition

Postby aditi » Sun May 08, 2011 6:21 am

Thank you Abraham. I shall ask for Prof. Nunes' permission.

Aditi
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