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Trending Time Series and Macroeconomic Activity: Some Present and Future Challenges

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Author Info
Peter C.B. Phillips () (Cowles Foundation, Yale University)

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Abstract

Some challenges for econometric research on trending time are discussed in relation to some perceived needs of macroeconomics and macroeconomic policy making.

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File URL: http://cowles.econ.yale.edu/P/cd/d12b/d1264.pdf
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Publisher Info
Paper provided by Cowles Foundation, Yale University in its series Cowles Foundation Discussion Papers with number 1264.

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Length: 7 pages
Date of creation: Jul 2000
Date of revision:
Publication status: Published in Journal of Econometrics (2001), 100(1): 21-26
Handle: RePEc:cwl:cwldpp:1264

Note: CFP 914.
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Postal: Yale University, Box 208281, New Haven, CT 06520-8281 USA
Phone: (203) 432-3702
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Web page: http://cowles.econ.yale.edu/
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Postal: Cowles Foundation, Yale University, Box 208281, New Haven, CT 06520-8281 USA

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Related research
Keywords: Breaks; growth; policy intervention; production; trend mechanisms; unit roots;

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Find related papers by JEL classification:
C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions
C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Other Model Applications
E10 - Macroeconomics and Monetary Economics - - General Aggregative Models - - - General

References listed on IDEAS
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  1. Peter C. B. Phillips, 1998. "New Tools for Understanding Spurious Regressions," Econometrica, Econometric Society, vol. 66(6), pages 1299-1326, November.
  2. Hall, Robert E, 1978. "Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence," Journal of Political Economy, University of Chicago Press, vol. 86(6), pages 971-87, December. [Downloadable!] (restricted)
  3. Peter C.B. Phillips, 1998. "Econometric Analysis of Fisher's Equation," Cowles Foundation Discussion Papers 1180, Cowles Foundation, Yale University. [Downloadable!]
  4. William A. Brock & Steven N. Durlauf, 2000. "Interactions-Based Models," Working Papers 00-05-028, Santa Fe Institute.
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  5. Galor, Oded & Zeira, Joseph, 1993. "Income Distribution and Macroeconomics," Review of Economic Studies, Blackwell Publishing, vol. 60(1), pages 35-52, January. [Downloadable!] (restricted)
  6. Krugman, Paul R, 1991. "Target Zones and Exchange Rate Dynamics," The Quarterly Journal of Economics, MIT Press, vol. 106(3), pages 669-82, August. [Downloadable!] (restricted)
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  7. Phillips, Peter C B, 1996. "Econometric Model Determination," Econometrica, Econometric Society, vol. 64(4), pages 763-812, July. [Downloadable!] (restricted)
  8. Peter C.B. Phillips, 1999. "Descriptive Econometrics for Nonstationary Time Series with Empirical Illustrations," Cowles Foundation Discussion Papers 1219, Cowles Foundation, Yale University. [Downloadable!]
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  9. Peter C.B. Phillips & Werner Ploberger, 1999. "Empirical Limits for Time Series Econometric Models," Cowles Foundation Discussion Papers 1220, Cowles Foundation, Yale University. [Downloadable!]
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  10. Peter C.B. Phillips, 1998. "New Unit Root Asymptotics in the Presence of Deterministic Trends," Cowles Foundation Discussion Papers 1196, Cowles Foundation, Yale University. [Downloadable!]
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  11. Joon Y. Park & Peter C. B. Phillips, 2000. "Nonstationary Binary Choice," Econometrica, Econometric Society, vol. 68(5), pages 1249-1280, September.
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This page was last updated on 2009-12-14.

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