Permanent-transitory decomposition

[SeaWill]

I've estimated a VECM and would like to do a Gonzalo Granger's (GG) decomposition to extract the permanent component of my dependent variable. Does anybody have the programming code....i will setle for the BN decomposition if GG is not possible in eviews.

[trubador]

If you decide to proceed with Beveridge-Nelson decomposition, then you can download an EViews add-in from here: http://forums.eviews.com/viewtopic.php?f=23&t=4531

[SeaWill]

Appreciate the feedback. So i'm using Eviews7. I tried to download the add-in but its returning an 'invalid thread' message. Is it because my eviews is too old...if so do you have a b-n decomp add-in for Eviews7

[SeaWill]

EviewsGarth indicated that i need eviews 7.1 and above to use the add in. I will try to manually code the B-N Decomp. Thx

[trubador]

You can upgrade to version 7.2 freely: http://www.eviews.com/download/download.html

[SeaWill]

Great! I upgraded and downloaded the add-in. Thanks much!