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

id	ukm-1860
recordtype	eprints
spelling	ukm-18602011-06-15T06:55:26Z http://journalarticle.ukm.my/1860/ The Beveridge-Nelson decomposition of economic time series: some observations on four ASEAN countries Hamizun Ismail , 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, Thailand and Singapore. The results are then compared with some stylized facts about these variables. On the overall, the technique produces consistent results Penerbit ukm 2008-07 Article PeerReviewed Hamizun Ismail , (2008) The Beveridge-Nelson decomposition of economic time series: some observations on four ASEAN countries. Journal of Quality Measurement and Analysis, 4 (1). pp. 119-129. ISSN 1823-5670 http://www.ukm.my/~ppsmfst/jqma/index.html
repository_type	Digital Repository
institution_category	Local University
institution	Universiti Kebangasaan Malaysia
building	UKM Institutional Repository
collection	Online Access
description	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, Thailand and Singapore. The results are then compared with some stylized facts about these variables. On the overall, the technique produces consistent results
format	Article
author	Hamizun Ismail ,
spellingShingle	Hamizun Ismail , The Beveridge-Nelson decomposition of economic time series: some observations on four ASEAN countries
author_facet	Hamizun Ismail ,
author_sort	Hamizun Ismail ,
title	The Beveridge-Nelson decomposition of economic time series: some observations on four ASEAN countries
title_short	The Beveridge-Nelson decomposition of economic time series: some observations on four ASEAN countries
title_full	The Beveridge-Nelson decomposition of economic time series: some observations on four ASEAN countries
title_fullStr	The Beveridge-Nelson decomposition of economic time series: some observations on four ASEAN countries
title_full_unstemmed	The Beveridge-Nelson decomposition of economic time series: some observations on four ASEAN countries
title_sort	beveridge-nelson decomposition of economic time series: some observations on four asean countries
publisher	Penerbit ukm
publishDate	2008
url	http://journalarticle.ukm.my/1860/ http://journalarticle.ukm.my/1860/
first_indexed	2023-09-18T19:34:31Z
last_indexed	2023-09-18T19:34:31Z
_version_	1777405182000234496

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

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