Christian Macaro () (Faculty of Economics, Tor Vergata University.)
Abstract
This paper aims to demonstrate that the data revision process affects the persistence of gross domestic product shocks. Results will contribute to the debate between unit root and linear models.
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Publisher Info
Paper provided by Tor Vergata University, CEIS in its series CEIS Research Paper with number
101.
Length: 11 Date of creation: 21 May 2007 Date of revision: Handle: RePEc:rtv:ceisrp:101
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Find related papers by JEL classification: C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models C82 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Methodology for Collecting, Estimating, and Organizing Macroeconomic Data E30 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - General (includes Measurement and Data)
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