Page 1 of 1

Beveridge-Nelson Decomposition

Posted: Thu Jul 07, 2011 10:26 am
by EViews Esther
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).

Re: Beveridge-Nelson Decomposition

Posted: Tue May 14, 2013 9:57 am
by SeaWill
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 1761 times
Greatly appreciate any help with this :?:

Re: Beveridge-Nelson Decomposition

Posted: Tue May 14, 2013 10:13 am
by EViews Gareth
You need to have EViews 7.1 or above to use EViews add-ins.

Re: Beveridge-Nelson Decomposition

Posted: Tue May 14, 2013 1:20 pm
by SeaWill
Ok...i will try to manually code the B-N decomp instead.

Re: Beveridge-Nelson Decomposition

Posted: Tue May 14, 2013 1:22 pm
by EViews Gareth
Or, you could update to EViews 7.2. It is free, afterall!

Re: Beveridge-Nelson Decomposition

Posted: Tue May 14, 2013 6:59 pm
by SeaWill
Thanks much...I upgraded and downloaded the add in :shock:

Re: Beveridge-Nelson Decomposition

Posted: Sat Jun 15, 2013 1:40 am
by oly
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)

Re: Beveridge-Nelson Decomposition

Posted: Thu Aug 01, 2013 2:54 pm
by Cherry_11
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!

Re: Beveridge-Nelson Decomposition

Posted: Tue Jan 12, 2016 9:38 am
by start
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).