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• Steven N. Durlauf

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Article provided by Economic Studies Program, The Brookings Institution in its journal Brookings Papers on Economic Activity.

Volume (Year): 20 (1989)
Issue (Month): 1989-2 ()
Pages: 69-136
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Handle: RePEc:bin:bpeajo:v:20:y:1989:i:1989-2:p:69-136

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Related research

Keywords: macroeconomics; stabilization policy; output; economic structure;

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

1. Antonio E. Noriega, 2004. "Sector-Level Disaggregate Stochastic Trends in Mexico’s Real Output," Economia Mexicana NUEVA EPOCA, , vol. 0(1), pages 29-42, January-J. [Downloadable!]
2. Godbout, M.J. & Van Norden, S., 1996. "Unit-Root Test and Excess Returns," Working Papers 96-10, Bank of Canada. [Downloadable!]
3. Marie-Josée Godbout & Simon van Norden, 1997. "Reconsidering Cointegration in International Finance: Three Case Studies of Size Distortion in Finite Samples," Working Papers 97-1, Bank of Canada. [Downloadable!]
4. Randal J. Verbrugge, 1998. "Local Complementarities and Aggregate Fluctuations," Macroeconomics 9809016, EconWPA, revised 30 Sep 1998. [Downloadable!]
5. Robert F. Engle & Joao Victor Issler, 1993. "Estimating Sectoral Cycles Using Cointegration and Common Features," NBER Working Papers 4529, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
   Other versions:
   • Issler, João Victor & Engle, Robert F., 1994. "Estimating Sectoral Cycles Using Cointegration and Common Features," Economics Working Papers (Ensaios Economicos da EPGE) 232, Graduate School of Economics, Getulio Vargas Foundation (Brazil).
   • Robert F. Engle & Joao Victor Issler, 1992. "Estimating Sectoral Cycles Using Cointegration and Common Features," University of California at San Diego, Economics Working Paper Series 92-20, Department of Economics, UC San Diego.
6. Steven N. Durlauf, 1992. "Spectral Based Testing of the Martingale Hypothesis," NBER Technical Working Papers 0090, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
   Other versions:
   • Durlauf, Steven N., 1991. "Spectral based testing of the martingale hypothesis," Journal of Econometrics, Elsevier, vol. 50(3), pages 355-376, December. [Downloadable!] (restricted)
7. Juan Carlos Cuestas & Dean Garratt, 2008. "Is real GDP per capita a stationary process? Smooth transitions, nonlinear trends and unit root testing," Working Papers 2008/12, Nottingham Trent University, Nottingham Business School, Economics Division. [Downloadable!]
8. Steven N. Durlauf, 1991. "Path Dependence in Aggregate Output," NBER Working Papers 3718, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
   Other versions:
   • Steven N. Durlauf, 1991. "Path dependence in aggregate output," Proceedings, Federal Reserve Bank of San Francisco, issue Nov.

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This page was last updated on 2009-12-4.