Unit Roots, Trend Breaks and Transitory Dynamics: A Macroeconomic Perspective
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Other versions of this item:
- Kilian, Lutz & Ohanian, Lee E., 2002. "Unit Roots, Trend Breaks, And Transitory Dynamics: A Macroeconomic Perspective," Macroeconomic Dynamics, Cambridge University Press, vol. 6(5), pages 614-632, November.
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Cited by:
- Ghulam Ghouse & Saud Ahmad Khan & Atiq Ur Rehman & Muhammad Ishaq Bhatti, 2021. "ARDL as an Elixir Approach to Cure for Spurious Regression in Nonstationary Time Series," Mathematics, MDPI, vol. 9(22), pages 1-15, November.
- Atiq-ur-Rehman, 2011.
"Impact of Model Specification Decisions on Unit Root Tests,"
International Econometric Review (IER), Econometric Research Association, vol. 3(2), pages 22-33, September.
- Atiq-ur-Rehman, Atiq-ur-Rehman & Zaman, Asad, 2009. "Impact of Model Specification Decisions on Unit Root Tests," MPRA Paper 19963, University Library of Munich, Germany.
- Atiq-ur-Rehman, Atiq-ur-Rehman & Zaman, Asad, 2008. "Model specification, observational equivalence and performance of unit root tests," MPRA Paper 13489, University Library of Munich, Germany.
- Salamaliki, Paraskevi K. & Venetis, Ioannis A., 2013. "Energy consumption and real GDP in G-7: Multi-horizon causality testing in the presence of capital stock," Energy Economics, Elsevier, vol. 39(C), pages 108-121.
- Aksoy Yunus & Leon-Ledesma Miguel A., 2008.
"Non-Linearities and Unit Roots in G7 Macroeconomic Variables,"
The B.E. Journal of Macroeconomics, De Gruyter, vol. 8(1), pages 1-44, February.
- Yunus Aksoy & Miguel A. Leon-Ledesma, 2007. "Non-linearities and Unit Roots in G7 Macroeconomic Variables," Birkbeck Working Papers in Economics and Finance 0710, Birkbeck, Department of Economics, Mathematics & Statistics.
- Paraskevi Salamaliki & Ioannis Venetis & Nicholas Giannakopoulos, 2013. "The causal relationship between female labor supply and fertility in the USA: updated evidence via a time series multi-horizon approach," Journal of Population Economics, Springer;European Society for Population Economics, vol. 26(1), pages 109-145, January.
- Boysen-Hogrefe, Jens & Jannsen, Nils & Meier, Carsten-Patrick, 2016.
"A Note On Banking And Housing Crises And The Strength Of Recoveries,"
Macroeconomic Dynamics, Cambridge University Press, vol. 20(7), pages 1924-1933, October.
- Boysen-Hogrefe, Jens & Jannsen, Nils & Meier, Carsten-Patrick, 2015. "A note on banking and housing crises and the strength of recoveries," Kiel Working Papers 1984, Kiel Institute for the World Economy (IfW Kiel).
- Emi Nakamura & Jón Steinsson & Robert Barro & José Ursúa, 2013.
"Crises and Recoveries in an Empirical Model of Consumption Disasters,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 5(3), pages 35-74, July.
- Jose Ursua & Jon Steinsson & Emi Nakamura & Robert Barro, 2008. "Crises and Recoveries in an Empirical Model of Consumption Disasters," 2008 Meeting Papers 1089, Society for Economic Dynamics.
- Emi Nakamura & Jón Steinsson & Robert Barro & José Ursúa, 2010. "Crises and Recoveries in an Empirical Model of Consumption Disasters," NBER Working Papers 15920, National Bureau of Economic Research, Inc.
- Darné, Olivier, 2009. "The uncertain unit root in real GNP: A re-examination," Journal of Macroeconomics, Elsevier, vol. 31(1), pages 153-166, March.
- Mohitosh Kejriwal & Claude Lopez, 2013.
"Unit Roots, Level Shifts, and Trend Breaks in Per Capita Output: A Robust Evaluation,"
Econometric Reviews, Taylor & Francis Journals, vol. 32(8), pages 892-927, November.
- Mohitosh Kejriwal & Claude Lopez, 2009. "Unit Roots, Level Shifts and Trend Breaks in Per Capita Output: A Robust Evaluation," Purdue University Economics Working Papers 1227, Purdue University, Department of Economics.
- Kejriwal , M. & Lopez, C., 2011. "Unit Roots, Level Shifts and Trend Breaks in Per Capita Output: A Robust Evaluation," Working papers 334, Banque de France.
- Mohitosh Kejriwal & Claude Lopez, 2010. "Unit Roots, Level Shifts and Trend Breaks in PerCapita Output: A Robust Evaluation," University of Cincinnati, Economics Working Papers Series 2010-02, University of Cincinnati, Department of Economics.
- Kejriwal, Mohitosh & Lopez, Claude, 2010. "Unit Roots, Level Shifts and Trend Breaks in Per Capita Output: A Robust Evaluation," MPRA Paper 25204, University Library of Munich, Germany.
- Emi Nakamura & Dmitriy Sergeyev & Jón Steinsson, 2017.
"Growth-Rate and Uncertainty Shocks in Consumption: Cross-Country Evidence,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 9(1), pages 1-39, January.
- Emi Nakamura & Dmitriy Sergeyev & Jón Steinsson, 2012. "Growth-Rate and Uncertainty Shocks in Consumption: Cross-Country Evidence," NBER Working Papers 18128, National Bureau of Economic Research, Inc.
- Robinson Kruse & Michael Frömmel & Lukas Menkhoff & Philipp Sibbertsen, 2012.
"What do we know about real exchange rate nonlinearities?,"
Empirical Economics, Springer, vol. 43(2), pages 457-474, October.
- Robinson Kruse & Michael Frömmel & Lukas Menkhoff & Philipp Sibbertsen, 2009. "What do we know about real exchange rate non-linearities?," CREATES Research Papers 2009-50, Department of Economics and Business Economics, Aarhus University.
- R. Kruse & M. Frömmel & L. Menkhoff & P. Sibbertsen, 2010. "What do we know about real exchange rate nonlinearities?," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 10/667, Ghent University, Faculty of Economics and Business Administration.
- repec:hit:hitjcm:v:56:y:2015:i:1:p:117-134 is not listed on IDEAS
- Darne, Olivier & Diebolt, Claude, 2004.
"Unit roots and infrequent large shocks: new international evidence on output,"
Journal of Monetary Economics, Elsevier, vol. 51(7), pages 1449-1465, October.
- Olivier Darné & Claude Diebolt, 2004. "Unit Roots and Infrequent Large Shocks : New International Evidence on Output," Post-Print hal-00279015, HAL.
- Andrea Tafuro, 2015. "The Effects of Fiscal Policy on Employment: an Analysis of the Aggregate Evidence," Working Papers 2015: 03, Department of Economics, University of Venice "Ca' Foscari".
- David H Papell & Ruxandra Prodan, 2007. "Restricted Structural Change And The Unit Root Hypothesis," Economic Inquiry, Western Economic Association International, vol. 45(4), pages 834-853, October.
- Huang, Yu-Lieh & Huang, Chao-Hsi, 2015. "Uncertain Effects Of Shocks Vs. Uncertain Unit Root: An Alternative View Of U.S. Real Gdp," Hitotsubashi Journal of Economics, Hitotsubashi University, vol. 56(1), pages 117-134, June.
More about this item
Keywords
TIME SERIES ; ECONOMIC MODELS ; UNIT ROOTS;All these keywords.
JEL classification:
- C30 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - General
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
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