Computation of the Beveridge-Nelson decomposition in the case of cointegrated systems with I(0) variables

  1. Beyaert, A.
  2. Quesada Medina, A.J.
Journal:
Economics Letters

ISSN: 0165-1765

Year of publication: 2001

Volume: 72

Issue: 3

Pages: 283-289

Type: Article

DOI: 10.1016/S0165-1765(01)00455-4 GOOGLE SCHOLAR

Sustainable development goals

Data source: Scopus