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Unit roots and multiple structural breaks in real output

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  • Antonio E. Noriega

    (Universidad de Guanajuato)

  • Araceli Ramírez-Zamora

    (Universidad de Guanajuato)

Abstract

Utilizing re-sampling. Methods, we present evidence on the rejection probabilities for difference-stationary and trend-stationary models for Mexico’s real and real per-capita annual gross domestic product. The trend stationary alternative allows for stationary fluctuations around a long-run trend function with endogenously determined multiple structural breaks, via global and sequential search methods. The number of breaks is determined using a unit-root rejection stopping rule and a parameter-constancy stopping rule.

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File URL: http://codex.colmex.mx:8991/exlibris/aleph/a18_1/apache_media/K6UCIC1P4ACPBJHTLI54UT2LENFD4N.pdf
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Bibliographic Info

Article provided by El Colegio de México, Centro de Estudios Económicos in its journal Estudios Económicos.

Volume (Year): 14 (1999)
Issue (Month): 2 ()
Pages: 163-188

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Handle: RePEc:emx:esteco:v:14:y:1999:i:2:p:163-188

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Web page: http://www.colmex.mx/centros/cee/
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Cited by:
  1. Ame Bergés & Valpy Fitzgerald, 2005. "Endogenous Growth and Exogenous Shocks in Latin America During the Twentieth Century," Economics Series Working Papers 2005-W57, University of Oxford, Department of Economics.
  2. Antonio E. Noriega & Lorena Medina, 2003. "Quasi purchasing power parity: Structural change in the Mexican peso/us dollar real exchange rate," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 18(2), pages 227-236.
  3. Antonio E. Noriega & Cid Alonso Rodríguez-Pérez, 2011. "Stationarity, structural breaks, and economic growth in Mexico: 1895-2008," Working Papers 2011-11, Banco de México.
  4. Pablo Astorga & Ame E. Bergés & Valpy Fitzgerald, 2005. "Endogenous Growth and Exogenous Shocks in Latin America during the Twentieth Century," Oxford University Economic and Social History Series _057, Economics Group, Nuffield College, University of Oxford.

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