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Unit roots in real GNP: Do we know, and do we care?
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- Kennedy, James E., 1998. "An Analysis of Time-Series Estimates of Capacity Utilization," Journal of Macroeconomics, Elsevier, vol. 20(1), pages 169-187, January.
- Hugo Oliveros C., 1995. "Estaciones y Pruebas de Raíces Unitarias: Algunas Consideraciones Generales," Borradores de Economia 2591, Banco de la Republica.
- Gilberto Libanio, 2005.
"Unit roots in macroeconomic time series: theory, implications, and evidence,"
Nova Economia, Economics Department, Universidade Federal de Minas Gerais (Brazil), vol. 15(3), pages 145-176, September.
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- Quah, Danny, 1992.
"The Relative Importance of Permanent and Transitory Components: Identification and Some Theoretical Bounds,"
Econometrica, Econometric Society, vol. 60(1), pages 107-118, January.
- Danny Quah, 1988. "The Relative Importance of Permanent and Transitory Components: Identification and Some Theoretical Bounds," Working papers 498, Massachusetts Institute of Technology (MIT), Department of Economics.
- Danny Quah, 1991. "The Relative Importance of Permanent and Transitory Components: Identification and Some Theoretical Bounds," FMG Discussion Papers dp126, Financial Markets Group.
- Danny Quah, 1991. "The Relative Importance of Permanent and Transitory Components: Identi- fication and Some Theoretical Bounds," NBER Technical Working Papers 0106, National Bureau of Economic Research, Inc.
- Roel van Elk & Marc van der Steeg & Dinand Webbink, 2013. "The effects of a special program for multi-problem school dropouts on educational enrolment, employment and criminal behaviour; Evidence from a field experiment," CPB Discussion Paper 241.rdf, CPB Netherlands Bureau for Economic Policy Analysis.
- Christopher A. Sims, 1989. "Modeling trends," Discussion Paper / Institute for Empirical Macroeconomics 22, Federal Reserve Bank of Minneapolis.
- Hugo Oliveros, 1995. "Estacionalidad y Pruebas de Raíces Unitarias:Algunas Consideraciones Generales," Borradores de Economia 040, Banco de la Republica de Colombia.
- Geetha Mayadunne & Merran Evans & Brett Inder, 1995. "An Empirical Investigation of Shock Persistence in Economic Time Series," The Economic Record, The Economic Society of Australia, vol. 71(2), pages 145-156, June.
- Martin S. Eichenbaum, 1991. "Technology shocks and the business cycle," Economic Perspectives, Federal Reserve Bank of Chicago, vol. 15(Mar), pages 14-31.
- John Y. Campbell & Pierre Perron, 1991.
"Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots,"
NBER Chapters, in: NBER Macroeconomics Annual 1991, Volume 6, pages 141-220,
National Bureau of Economic Research, Inc.
- John Y. Campbell & Pierre Perron, 1991. "Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots," NBER Technical Working Papers 0100, National Bureau of Economic Research, Inc.
- Campbell, John & Perron, Pierre, 1991. "Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots," Scholarly Articles 3374863, Harvard University Department of Economics.
- Campbell, J.Y. & Perron, P., 1991. "Pitfalls and Opportunities: What Macroeconomics should know about unit roots," Papers 360, Princeton, Department of Economics - Econometric Research Program.
- De Long, J Bradford & Lang, Kevin, 1992.
"Are All Economic Hypotheses False?,"
Journal of Political Economy, University of Chicago Press, vol. 100(6), pages 1257-1272, December.
- J. Bradford De Long & Kevin Lang, "undated". "Are All Economic Hypotheses False?," J. Bradford De Long's Working Papers _117, University of California at Berkeley, Economics Department.
- Mushtaq Ahmad Malik & Tariq Masood & Ilhan Ozturk, 2022. "Identifying structural breaks and growth regimes in middle eastern economies," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(1), pages 224-236, January.
- Øystein Thøgersen & Kine Bøhlerengen, 2010. "Alternative Risk-Sharing Mechanisms of Social Security," FinanzArchiv: Public Finance Analysis, Mohr Siebeck, Tübingen, vol. 66(2), pages 134-152, June.
- Lucio Sarno & Mark P. Taylor, 2002.
"Purchasing Power Parity and the Real Exchange Rate,"
IMF Staff Papers, Palgrave Macmillan, vol. 49(1), pages 1-5.
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- Murray, Christian J. & Nelson, Charles R., 2000.
"The uncertain trend in U.S. GDP,"
Journal of Monetary Economics, Elsevier, vol. 46(1), pages 79-95, August.
- Charles Nelson & Christian Murray, 1997. "The Uncertain Trend in U.S. GDP," Computational Economics 9702001, University Library of Munich, Germany.
- Chris Murray & Charles Nelson, 1998. "The Uncertain Trend in U.S. GDP," Discussion Papers in Economics at the University of Washington 0074, Department of Economics at the University of Washington.
- Nelson, C-R & Murray, C-J, 1997. "The Uncertain Trend in U.S. GDP," Discussion Papers in Economics at the University of Washington 97-05, Department of Economics at the University of Washington.
- Chris Murray & Charles Nelson, 1998. "The Uncertain Trend in U.S. GDP," Working Papers 0074, University of Washington, Department of Economics.
- Nelson, C-R & Murray, C-J, 1997. "The Uncertain Trend in U.S. GDP," Working Papers 97-05, University of Washington, Department of Economics.
- Francisco Palomino & Alex Hsu, 2013. "What do Nominal Rigidities and Monetary Policy tell us about the Real Yield Curve?," 2013 Meeting Papers 50, Society for Economic Dynamics.
- Toshiya Ishikawa, 2004. "Technology Diffusion and Business Cycle Asymmetry," DEGIT Conference Papers c009_016, DEGIT, Dynamics, Economic Growth, and International Trade.
- Dezhbakhsh, Hashem & Levy, Daniel, 1994.
"Periodic properties of interpolated time series,"
Economics Letters, Elsevier, vol. 44(3), pages 221-228.
- Dezhbakhsh, Hashem & Levy, Daniel, 1994. "Periodic Properties of Interpolated Time Series," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 44(3), pages 221-228.
- Hashem Dezhbakhsh & Daniel Levy, 1994. "Periodic properties of interpolated time series," Post-Print hal-02382750, HAL.
- Hashem Dezhbakhsh & Daniel Levy, 2005. "Periodic Properties of Interpolated Time Series," Econometrics 0505004, University Library of Munich, Germany.
- Christiano, Lawrence J & Eichenbaum, Martin, 1992.
"Current Real-Business-Cycle Theories and Aggregate Labor-Market Fluctuations,"
American Economic Review, American Economic Association, vol. 82(3), pages 430-450, June.
- Lawrence J. Christiano & Martin S. Eichenbaum, 1990. "Current real business cycle theories and aggregate labor market fluctuations," Working Paper Series, Macroeconomic Issues 90, Federal Reserve Bank of Chicago.
- Lawrence J. Christiano & Martin S. Eichenbaum, 1990. "Current real business cycle theories and aggregate labor market fluctuations," Discussion Paper / Institute for Empirical Macroeconomics 24, Federal Reserve Bank of Minneapolis.
- Antonio Ribba, 2020.
"Is the unemployment–inflation trade‐off still alive in the Euro Area and its member countries? It seems so,"
The World Economy, Wiley Blackwell, vol. 43(9), pages 2393-2410, September.
- Antonio Ribba, 2019. "Is the unemployment inflation trade-off still alive in the Euro Area and its member countries? It seems so," Center for Economic Research (RECent) 143, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
- Lawrence J. Christiano & Martin Eichenbaum & Robert Vigfusson, 2003.
"What Happens After a Technology Shock?,"
NBER Working Papers
9819, National Bureau of Economic Research, Inc.
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- Cheung, Yin-Wong & Chinn, Menzie D, 1997.
"Further Investigation of the Uncertain Unit Root in GNP,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 15(1), pages 68-73, January.
- Yin-Wong Cheung & Menzie Chinn, 1995. "Further investigation of the uncertain unit root in GNP," Econometrics 9508002, University Library of Munich, Germany.
- Yin-Wong Cheung & Menzie D. Chinn, 1996. "Further Investigation of the Uncertain Unit Root in GNP," NBER Technical Working Papers 0206, National Bureau of Economic Research, Inc.
- Dennis L. Hoffman & Robert H. Rasche, 1997.
"STLS/US-VECM6.1: a vector error-correction forecasting model of the U. S. economy,"
Working Papers
1997-008, Federal Reserve Bank of St. Louis.
- Richard G. Anderson & Dennis L. Hoffman & Robert H. Rasche, 2001. "A vector error correction forecasting model of the U.S. economy," Working Papers 1998-008, Federal Reserve Bank of St. Louis.
- Lawrence J. Christiano, 1989. "P*: not the inflation forecaster's holy grail," Quarterly Review, Federal Reserve Bank of Minneapolis, vol. 13(Fall), pages 3-18.
- Eckhard Hein & Christian Schoder, 2011.
"Interest rates, distribution and capital accumulation -- A post-Kaleckian perspective on the US and Germany,"
International Review of Applied Economics, Taylor & Francis Journals, vol. 25(6), pages 693-723, November.
- Hein, Eckhard & Schoder, Christian, 2009. "Interest rates, distribution and capital accumulation – A Post-Kaleckian perspective on the US and Germany," MPRA Paper 18223, University Library of Munich, Germany.
- Hein, Eckhard & Schoder, Christian, 2009. "Interest rates, distribution and capital accumulation: A Post-Kaleckian perspective on the US and Germany," IPE Working Papers 04/2009, Berlin School of Economics and Law, Institute for International Political Economy (IPE).
- Han, Hsiang-Ling & Ogaki, Masao, 1997. "Consumption, income and cointegration," International Review of Economics & Finance, Elsevier, vol. 6(2), pages 107-117.
- Mariola Pilatowska, 2010. "Choosing a Model and Strategy of Model Selection by Accumulated Prediction Error," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 10, pages 107-119.
- Stefano Puddu, 2013. "Real Sector and Banking System: Real and Feedback Effects. A Non-Linear VAR Approach," IRENE Working Papers 13-01, IRENE Institute of Economic Research.
- McKenzie, C. R., 1992. "Money demand in an open economy," Journal of the Japanese and International Economies, Elsevier, vol. 6(2), pages 176-198, June.
- Alesina, Alberto & Londregan, John & Rosenthal, Howard, 1993.
"A Model of the Political Economy of the United States,"
American Political Science Review, Cambridge University Press, vol. 87(1), pages 12-33, March.
- Alesina, A. & Londregan, J.A. & Rosenthal, H., 1990. "A Model Of The Political Economy Of The United States," GSIA Working Papers 1990-27, Carnegie Mellon University, Tepper School of Business.
- Alesina, Alberto & Londregan, John, 1993. "A Model of the Political Economy of the United States," Scholarly Articles 4552529, Harvard University Department of Economics.
- Alberto Alesina & John Londregan & Howard Rosenthal, 1991. "A Model of the Political Economy of the United States," NBER Working Papers 3611, National Bureau of Economic Research, Inc.
- Lawrence J. Christiano & Terry J. Fitzgerald, 2003.
"The Band Pass Filter,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 44(2), pages 435-465, May.
- Lawrence J. Christiano & Terry J. Fitzgerald, 1999. "The Band pass filter," Working Papers (Old Series) 9906, Federal Reserve Bank of Cleveland.
- Lawrence J. Christiano & Terry J. Fitzgerald, 1999. "The Band Pass Filter," NBER Working Papers 7257, National Bureau of Economic Research, Inc.
- Tom Doan, "undated". "CFFILTER: RATS procedure to perform band pass filter using Christiano-Fitzgerald method," Statistical Software Components RTS00034, Boston College Department of Economics.
- Schotman, Peter & van Dijk, Herman K., 1991.
"A Bayesian analysis of the unit root in real exchange rates,"
Journal of Econometrics, Elsevier, vol. 49(1-2), pages 195-238.
- Schotman P. & van Dijk, H. K., 1989. "A Bayesian Analysis Of The Unit Root In Real Exchange Rates," Econometric Institute Archives 272390, Erasmus University Rotterdam.
- Pecchenino, R. A. & Rasche, Robert H., 1990.
"P* type models: Evaluation and forecasts,"
International Journal of Forecasting, Elsevier, vol. 6(3), pages 421-440, October.
- Rowena A. Pecchenino & Robert H. Rasche, 1990. "P* Type Models: Evaluation and Forecasts," NBER Working Papers 3406, National Bureau of Economic Research, Inc.
- Gundlach, Erich, 1993. "Die Dienstleistungsnachfrage als Determinante des wirtschaftlichen Strukturwandels," Open Access Publications from Kiel Institute for the World Economy 763, Kiel Institute for the World Economy (IfW Kiel).
- Stock, James H., 1991.
"Confidence intervals for the largest autoregressive root in U.S. macroeconomic time series,"
Journal of Monetary Economics, Elsevier, vol. 28(3), pages 435-459, December.
- James H. Stock, 1991. "Confidence Intervals for the Largest Autoresgressive Root in U.S. Macroeconomic Time Series," NBER Technical Working Papers 0105, National Bureau of Economic Research, Inc.
- Nyong, M. O. & Udah, E. B., 2012. "Industrial Time Series of Nigeria, 1970-2009: Evolution and Unit Root Testing in the Presence of Multiple Endogenous Structural Breaks," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 12(1).
- Juan Carlos Echeverry, 1993.
"Indicadores de política y canales de transmisión monetaria. Colombia: 1975-1991,"
Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 12(24), pages 7-41, December.
- Juan Carlos Echeverry, 1993. "Indicadores de política y canales de transmisión monetaria. Colombia: 1975-1991," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 12(24), pages 7-41, December.
- Ogaki, Masao & Park, Joon Y., 1997.
"A cointegration approach to estimating preference parameters,"
Journal of Econometrics, Elsevier, vol. 82(1), pages 107-134.
- Ogaki, M. & Park, Y.Y., 1989. "A Cointegration Approach To Estimating Preference Parameters," RCER Working Papers 209, University of Rochester - Center for Economic Research (RCER).
- Fatih Guvenen, 2009.
"An Empirical Investigation of Labor Income Processes,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 12(1), pages 58-79, January.
- Fatih Guvenen, 2005. "An Empirical Investigation of Labor Income Processes," Macroeconomics 0508026, University Library of Munich, Germany.
- Fatih Guvenen, 2007. "An empirical investigation of labor income processes," IFS Working Papers W07/13, Institute for Fiscal Studies.
- Fatih Guvenen, 2007. "An Empirical Investigation of Labor Income Processes," NBER Working Papers 13394, National Bureau of Economic Research, Inc.
- Peter N. Ireland, 1993. "Price stability under long-run monetary targeting," Economic Quarterly, Federal Reserve Bank of Richmond, issue Win, pages 25-46.
- Neville Francis & Michael T. Owyang & Jennifer E. Roush & Riccardo DiCecio, 2014.
"A Flexible Finite-Horizon Alternative to Long-Run Restrictions with an Application to Technology Shocks,"
The Review of Economics and Statistics, MIT Press, vol. 96(4), pages 638-647, October.
- Riccardo DiCecio & Neville Francis & Michael T. Owyang & Jennifer E. Roush, 2010. "A flexible finite-horizon alternative to long-run restrictions with an application to technology shock," Working Papers 2005-024, Federal Reserve Bank of St. Louis.
- Javier León & Carlos Oliva, 1992. "Componente no Estacionario y la Paridad del Poder de Compra en 12 Países Latinoamericanos," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 29(88), pages 481-504.
- Diebold, Francis X & Kilian, Lutz, 2000.
"Unit-Root Tests Are Useful for Selecting Forecasting Models,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 18(3), pages 265-273, July.
- Francis X. Diebold & Lutz Kilian, 1999. "Unit Root Tests Are Useful for Selecting Forecasting Models," NBER Working Papers 6928, National Bureau of Economic Research, Inc.
- Francis X. Diebold & Lutz Kilian, 1999. "Unit Root Tests are Useful for Selecting Forecasting Models," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-063, New York University, Leonard N. Stern School of Business-.
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"Long-run PPP may not hold after all,"
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- Charles Engel, 1998. "Long-Run PPP May Not Hold After All," Working Papers 0050, University of Washington, Department of Economics.
- Engel, C., 1996. "Long-Run PPP May Not Hold After All," Working Papers 96-05, University of Washington, Department of Economics.
- Engel, C., 1996. "Long-Run PPP May Not Hold After All," Discussion Papers in Economics at the University of Washington 96-05, Department of Economics at the University of Washington.
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"Se busca una raíz unitaria: evidencia para Chile,"
Estudios de Economia, University of Chile, Department of Economics, vol. 27(1 Year 20), pages 55-68, June.
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"Have Collapses in Infrastructure Spending Led to Cross-Country Divergence in per Capita GDP?,"
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"Deterministic vs. Stochastic Trend in U.S. GNP, Yet Again,"
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- Francis X. Diebold & Abdelhak S. Senhadji, 1996. "Deterministic vs. Stochastic Trend in U.S. GNP, Yet Again," NBER Working Papers 5481, National Bureau of Economic Research, Inc.
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"GLS detrending, efficient unit root tests and structural change,"
Journal of Econometrics, Elsevier, vol. 115(1), pages 1-27, July.
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"Trend shocks and the countercyclical U.S. current account,"
Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 47(2), pages 494-516, May.
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- Bennett T. McCallum, 1993.
"Unit roots in macroeconomic time series: some critical issues,"
Economic Quarterly, Federal Reserve Bank of Richmond, issue Spr, pages 13-44.
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- Christiano, Lawrence J, 2002.
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