The Beveridge-Nelson decomposition of economic time series : A quick computational method

A-Tier

Journal: Journal of Monetary Economics

Year: 1987

Volume: 19

Issue: 1

Pages: 125-127

Authors (2)

Cuddington, John T. (not in RePEc) Winters, L. Alan (University of Sussex)

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count