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Some univariate time series properties of output

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  • Luis Eduardo Arango Thomas

Abstract

El artículo trata sobre el tamaño de la propiedad de caminata aleatoria del producto de Colombia en dos períodos, 1925-1994 y 1950-1994. PIB y PIB per capita fueron encontrados ambos encontrados de orden uno, un resultado suficientemente conocido. Las secuencias son altamente persistentes, especialmente en el periodo 1950-1994.

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File URL: ftp://ftp.drivehq.com/cavasco/lecturas/numero49/n49a1.pdf
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Bibliographic Info

Article provided by Universidad de Antioquia, Departamento de Economía in its journal LECTURAS DE ECONOMÍA.

Volume (Year): (1998)
Issue (Month): 49 (Julio Diciembre)
Pages: 7-46

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Handle: RePEc:lde:journl:y:1998:i:49:p:7-46

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Web page: http://economia.udea.edu.co
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Postal: Lecturas de Economía, Departamento de Economía, Calle 67, 53-108, Medellin 050010, Colombia.

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Keywords: Modelos econometricos; Producto interno bruto;

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Cited by:
  1. Luis Arango & Andres Gonzalez, 2001. "Some evidence of smooth transition nonlinearity in Colombian inflation," Applied Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 33(2), pages 155-162.

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