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Does GNP have a unit root?

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  • Stock, James H.
  • Watson, Mark W.

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Bibliographic Info

Article provided by Elsevier in its journal Economics Letters.

Volume (Year): 22 (1986)
Issue (Month): 2-3 ()
Pages: 147-151

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Handle: RePEc:eee:ecolet:v:22:y:1986:i:2-3:p:147-151

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Web page: http://www.elsevier.com/locate/ecolet

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Cited by:
  1. Diebold & Senhadji, . "Deterministic vs. Stochastic Trend in U.S. GNP, Yet Again," Home Pages _054, University of Pennsylvania.
  2. 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.
  3. Aviral Tiwari & Amrit Chaudhari & K. Suresh, 2012. "Are Asian Per Capita GDP Stationary? Evidence from First and Second Generation Panel Unit Root Tests," Transition Studies Review, Springer, vol. 19(1), pages 3-11, September.
  4. Joseph G. Haubrich & Andrew W. Lo, 1989. "The Sources and Nature of Long-term Memory in the Business Cycle," NBER Working Papers 2951, National Bureau of Economic Research, Inc.
  5. Kőrösi, Gábor & Lovrics, László & Mátyás, László, 1995. "Aggregation and the long run properties of economic time series," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 39(3), pages 279-286.
  6. Candelon, Bertrand & Gil-Alaña, Luis A., 2001. "Fractional integration and business cycle features," SFB 373 Discussion Papers 2001,46, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  7. West, Kenneth D, 1988. "On the Interpretation of Near Random-walk Behavior in GNP," American Economic Review, American Economic Association, vol. 78(1), pages 202-09, March.
  8. Gil-Alana, L. A. & Robinson, P. M., 1997. "Testing of unit root and other nonstationary hypotheses in macroeconomic time series," Journal of Econometrics, Elsevier, vol. 80(2), pages 241-268, October.
  9. Newbold, Paul & Leybourne, Stephen & Wohar, Mark E., 2001. "Trend-stationarity, difference-stationarity, or neither: further diagnostic tests with an application to U.S. Real GNP, 1875-1993," Journal of Economics and Business, Elsevier, vol. 53(1), pages 85-102.
  10. Diego Romero-Ávila, 2012. "Multiple trend shifts and unit roots in US state income levels: implications for long-run growth," The Annals of Regional Science, Springer, vol. 48(3), pages 641-661, June.
  11. Luis Gil-Alana, 2004. "Modelling the US real GNP with fractionally integrated techniques," Applied Economics, Taylor & Francis Journals, vol. 36(8), pages 873-879.
  12. K. Suresh & Aviral Tiwari, 2013. "Are Shocks to Real Output Permanent or Transitory? Evidence from a Panel of “Asean” Per Capita GDP Data," Transition Studies Review, Springer, vol. 20(2), pages 149-157, October.
  13. Paresh Narayan, 2008. "Is Asian per capita GDP panel stationary?," Empirical Economics, Springer, vol. 34(3), pages 439-449, June.
  14. Surajit Deb, 2003. "Terms of Trade and Supply Response of Indian Agriculture: Analysis in Cointegration Framework," Working papers 115, Centre for Development Economics, Delhi School of Economics.

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