The Beveridge-Nelson decomposition of economic time
series: some observations on four ASEAN countries

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The Beveridge-Nelson decomposition of economic time series: some observations on four ASEAN countries

The primary objective of this study is to experiment with a procedure in implementing the Beveridge-Nelson decomposition. In particular, we apply the Arino-Newbold procedure to obtain the transitory components of several economic aggregates of four ASEAN countries, namely Indonesia, Malaysia, Tha...

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Bibliographic Details
Main Author:	Hamizun Ismail
Format:	Article
Published:	Penerbit ukm 2008
Online Access:	http://journalarticle.ukm.my/1860/

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