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Does GNP have a unit root?

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Author Info
Stock, James H.
Watson, Mark W.
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File URL: http://www.sciencedirect.com/science/article/B6V84-45GSG48-B/2/ba5b40cd306ab58f6eed0f8943083610
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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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  1. 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. [Downloadable!]
  2. Luis A. Gil-Alana, 2004. "Modelling the US real GNP with fractionally integrated techniques," Applied Economics, Taylor and Francis Journals, vol. 36(8), pages 873-879, May. [Downloadable!] (restricted)
  3. Luis A. Gil-Alana & Bertrand Candelon, 2004. "Fractional Integration and Business Cycles Features," Faculty Working Papers 09/04, School of Economics and Business Administration, University of Navarra. [Downloadable!]
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  4. Kenneth D. West, 1989. "On the Interpretation of Near Random-Walk Behavior in GNP," NBER Working Papers 2364, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  5. Paresh Narayan, 2008. "Is Asian per capita GDP panel stationary?," Empirical Economics, Springer, vol. 34(3), pages 439-449, June. [Downloadable!] (restricted)
  6. Joseph G. Haubrich & Andrew W. Lo, 1991. "The sources and nature of long-term memory in the business cycle," Working Paper 9116, Federal Reserve Bank of Cleveland. [Downloadable!]
    Other versions:
  7. Yin-Wong Cheung & Menzie Chinn, 1995. "Further investigation of the uncertain unit root in GNP," Econometrics 9508002, EconWPA. [Downloadable!]
    Other versions:
  8. 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. [Downloadable!] (restricted)
    Other versions:
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