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The Morley-Wong decomposition add-in
Posted: Tue Dec 01, 2020 5:11 pm
by dakila
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.
Re: The Morley-Wong decomposition add-in
Posted: Sat Feb 27, 2021 11:41 am
by QIO
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
Re: The Morley-Wong decomposition add-in
Posted: Sat Feb 27, 2021 5:57 pm
by dakila
Hi Michael,
The manual (bnmw.pdf) and replication files (bnmw_ex.prg) are located in C:\Users\...\Documents\EViews Addins\BNMW.
Re: The Morley-Wong decomposition add-in
Posted: Mon Mar 01, 2021 7:35 am
by QIO
Hi Dakila
thx, this is what i was looking for!
best greetings
Michael
Re: The Morley-Wong decomposition add-in
Posted: Thu Oct 21, 2021 2:16 am
by dakila
The bnmw add-in is updated.