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Using the Beveridge & Nelson decomposition of economic time series for pointing out the occurrence of terrorist attacks

Gómez-Sorzano, Gustavo
Munich Personal RePEc Archive · Reports
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This paper continues my research program on violence and terrorism started 15 years ago. It presents in the first part through empirical exercises, the suitability of The Beveridge and Nelson decomposition of economic time series for pointing out the occurrence of terrorist attacks. It presents the
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