Computation of the Beveridge-Nelson decomposition in the case of cointegrated systems with I(0) variables
Year of publication: |
2001
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Authors: | Beyaert, Arielle ; Quesada Medina, Alfonso J. |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 72.2001, 3, p. 283-289
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Subject: | Dekompositionsverfahren | Decomposition method | Kointegration | Cointegration | Kaufkraftparität | Purchasing power parity | Theorie | Theory | Frankreich | France | Spanien | Spain |
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