What Do We Learn from Unit Roots in Macroeconomic Time Series?
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Other versions of this item:
- Danny Quah, 1987. "What Do We Learn from Unit Roots in Macroeconomic Time Series?," NBER Working Papers 2450, National Bureau of Economic Research, Inc.
References listed on IDEAS
- Francis X. Diebold & Glenn D. Rudebusch, 1987. "Does the business cycle have duration memory?," Special Studies Papers 223, Board of Governors of the Federal Reserve System (U.S.).
- Hamilton, James D, 1989. "A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle," Econometrica, Econometric Society, vol. 57(2), pages 357-384, March.
- J. Bradford De Long & Lawrence H. Summers, 1984. "Are Business Cycles Symmetric?," NBER Working Papers 1444, National Bureau of Economic Research, Inc.
- Durlauf, Steven N & Phillips, Peter C B, 1988.
"Trends versus Random Walks in Time Series Analysis,"
Econometric Society, vol. 56(6), pages 1333-1354, November.
- Steven N. Durlauf & Peter C.B. Phillips, 1986. "Trends Versus Random Walks in Time Series Analysis," Cowles Foundation Discussion Papers 788, Cowles Foundation for Research in Economics, Yale University.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- F. Goerlich, 1991. "Persistencia en las fluctuaciones económicas: evidencia para el caso español," Investigaciones Economicas, Fundación SEPI, vol. 15(1), pages 193-202, January.
- Joseph G. Haubrich & Andrew W. Lo, "undated".
"The Sources and Nature of Long-Term Memory in the Business Cycle,"
Rodney L. White Center for Financial Research Working Papers
05-89, Wharton School Rodney L. White Center for Financial Research.
- Joseph G. Haubrich & Andrew W. Lo, 1991. "The sources and nature of long-term memory in the business cycle," Working Paper 9116, Federal Reserve Bank of Cleveland.
- Joseph G. Haubrich & Andrew W. Lo, 1989. "The Sources and Nature of Long-term Memory in the Business Cycle," NBER Working Papers 2951, National Bureau of Economic Research, Inc.
- Joseph G. Haubrich & Andrew W. Lo, "undated". "The Sources and Nature of Long-Term Memory in the Business Cycle," Rodney L. White Center for Financial Research Working Papers 5-89, Wharton School Rodney L. White Center for Financial Research.
- West, Kenneth D, 1988.
"On the Interpretation of Near Random-walk Behavior in GNP,"
American Economic Review,
American Economic Association, vol. 78(1), pages 202-209, March.
- Kenneth D. West, 1987. "On the Interpretation of Near Random-Walk Behavior in GNP," NBER Working Papers 2364, National Bureau of Economic Research, Inc.
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