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Some univariate time series properties of output

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  • Luis Eduardo Arango Thomas

Abstract

El artículo trata sobre el tamaño de la propiedad de caminata aleatoria del producto de Colombia en dos períodos, 1925-1994 y 1950-1994. PIB y PIB per capita fueron encontrados ambos encontrados de orden uno, un resultado suficientemente conocido. Las secuencias son altamente persistentes, especialmente en el periodo 1950-1994.

Suggested Citation

  • Luis Eduardo Arango Thomas, 1998. "Some univariate time series properties of output," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 49, pages 7-46, Julio Dic.
    • Handle: RePEc:lde:journl:y:1998:i:49:p:7-46
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    File URL: https://revistas.udea.edu.co/index.php/lecturasdeeconomia/issue/view/518
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    Cited by:

    1. Luis Arango & Andres Gonzalez, 2001. "Some evidence of smooth transition nonlinearity in Colombian inflation," Applied Economics, Taylor & Francis Journals, vol. 33(2), pages 155-162.

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