beveridge nelson decomposition
Posted: Mon Apr 18, 2011 12:40 am
by aditi
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
Re: beveridge nelson decomposition
Posted: Mon May 02, 2011 9:44 am
by Abraham Vela
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
Re: beveridge nelson decomposition
Posted: Sun May 08, 2011 6:21 am
by aditi
Thank you Abraham. I shall ask for Prof. Nunes' permission.
Aditi