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The size of the random walk in macroeconomic time series

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  • Raj, Baldev

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  • Raj, Baldev, 1993. "The size of the random walk in macroeconomic time series," Journal of Macroeconomics, Elsevier, vol. 15(1), pages 139-151.
    • Handle: RePEc:eee:jmacro:v:15:y:1993:i:1:p:139-151
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    Cited by:

    1. Schlitzer, Giuseppe, 1995. "Testing the stationarity of economic time series: further Monte Carlo evidence," Ricerche Economiche, Elsevier, vol. 49(2), pages 125-144, June.
    2. Ser‐Huang Poon, 1996. "Persistence and mean reversion in UK stock returns," European Financial Management, European Financial Management Association, vol. 2(2), pages 169-196, July.

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