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Modelling the Evolution of the Romanian GDP between 2005-2013

Author

Listed:
  • Carmen Judith Poenaru-Grigorescu
  • Raluca Georgiana Moscu
  • Ligia Dudu

Abstract

This paper pinpoints the econometric modelling of the time series for macroeconomic variable GDP in our economy. Since this is a non-stationary time series, there are used statistical surveys, namely Augmented Dickey-Fuller (ADF) and Phillips-Perron (PP), to turn it into a stationary time series. Thus, we aim at presenting the stationarity of the time series starting with the quarterly values of GDP.

Suggested Citation

  • Carmen Judith Poenaru-Grigorescu & Raluca Georgiana Moscu & Ligia Dudu, 2016. "Modelling the Evolution of the Romanian GDP between 2005-2013," Knowledge Horizons - Economics, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, vol. 8(1), pages 124-127, March.
    • Handle: RePEc:khe:journl:v:8:y:2016:i:1:p:124-127
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