An Empirical Investigation of Shock Persistence in Economic Time Series
Whether or not shocks persist has important implications in economics. An empirical study investigates this issue for key Australian and U.S. macroeconomic time series. The existence of persistence is investigated by unit root tests and its magnitude estimated by recently proposed techniques. Results from these different approaches are compared. Copyright 1995 by The Economic Society of Australia.
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Volume (Year): 71 (1995)
Issue (Month): 213 (June)
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