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Testing for a Break in Output: New International Evidence

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  • Zelhorst, Dick
  • de Haan, Jakob

Abstract

In this note, the authors present the outcomes of two unit root tests, which allow for the existence of a break in real GDP for twelve industrial countries, using data for the period 1870-1989. The authors conclude that in the majority of the countries real per capita GDP has no unit root and that both tests yield very similar break dates. Copyright 1995 by Royal Economic Society.

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Bibliographic Info

Article provided by Oxford University Press in its journal Oxford Economic Papers.

Volume (Year): 47 (1995)
Issue (Month): 2 (April)
Pages: 357-62

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Handle: RePEc:oup:oxecpp:v:47:y:1995:i:2:p:357-62

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Cited by:
  1. R. Velazquez & Noriega & A., 2004. "International evidence on monetary neutrality under broken trend stationary models," Computing in Economics and Finance 2004 282, Society for Computational Economics.
  2. Mohitosh Kejriwal & Claude Lopez, 2013. "Unit Roots, Level Shifts, and Trend Breaks in Per Capita Output: A Robust Evaluation," Econometric Reviews, Taylor & Francis Journals, vol. 32(8), pages 892-927, November.
  3. Cheung, Yin-Wong & Chinn, Menzie David, 1996. "Deterministic, Stochastic, and Segmented Trends in Aggregate Output: A Cross-Country Analysis," Oxford Economic Papers, Oxford University Press, vol. 48(1), pages 134-62, January.
  4. Antonio E. Noriega & Daniel Ventosa-Santaularia, 2005. "Spurious regression under broken trend stationarity," Department of Economics and Finance Working Papers EM200501, Universidad de Guanajuato, Department of Economics and Finance.
  5. Pedersen, Torben Mark & Elmer, Anne Marie, 2003. "International evidence on the connection between business cycles and economic growth," Journal of Macroeconomics, Elsevier, vol. 25(2), pages 255-275, June.
  6. David Greasley & Les Oxley, 2000. "Outside the Club: New Zealand's economic growth, 1870-1993," International Review of Applied Economics, Taylor & Francis Journals, vol. 14(2), pages 173-192.
  7. Paresh Narayan, 2008. "Is Asian per capita GDP panel stationary?," Empirical Economics, Springer, vol. 34(3), pages 439-449, June.
  8. Malpezzi, Stephen & Maclennan, Duncan, 2001. "The Long-Run Price Elasticity of Supply of New Residential Construction in the United States and the United Kingdom," Journal of Housing Economics, Elsevier, vol. 10(3), pages 278-306, September.
  9. Stuart Glosser & Lonnie Golden, 2005. "Is labour becoming more or less flexible? Changing dynamic behaviour and asymmetries of labour input in US manufacturing," Cambridge Journal of Economics, Oxford University Press, vol. 29(4), pages 535-557, July.
  10. Antonio E. Noriega & Luis M. Soria & Ramón Velázquez, 2008. "International Evidence on Stochastic and Deterministic Monetary Neutrality," Working Papers 2008-04, Banco de México.

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