Beveridge, S. and C.R. Nelson, 1981, A New Approach to Decomposition of Economic Time Series into Permanent and Transitory Components with Particular Attention to Measurement of the "Business Cycle", Journal of Monetary Economics 7,151-174.

非常感谢。

[此贴子已经被作者于2009-3-30 0:13:44编辑过]