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Citations for "Trends and random walks in macroeconmic time series : Some evidence and implications"

by Nelson, Charles R. & Plosser, Charles I.

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  1. Yakup Kucukkale, 2002. "An examination of hysteresis hypothesis on natural rate of unemployment in the case of Turkey," Labor and Demography 0211003, EconWPA.
  2. Charles Nelson & Christian Murray, 1997. "The Uncertain Trend in U.S. GDP," Computational Economics 9702001, EconWPA.
  3. Hosseinkouchack, Mehdi & Wolters, Maik H., 2012. "Do large recessions reduce output permanently?," Economics Working Papers 2012-16, Christian-Albrechts-University of Kiel, Department of Economics.
  4. Guglielmo Caporale & Luis Gil-Alana, 2008. "Testing for unit and fractional orders of integration in the trend and seasonal components of US monetary aggregates," Empirica, Springer, vol. 35(3), pages 241-253, July.
  5. Dimitris Christopoulos, 2006. "Does a non-linear mean reverting process characterize real GDP movements?," Empirical Economics, Springer, vol. 31(3), pages 601-611, September.
  6. William Miles, 2003. "Fixed exchange rates and sticky prices in emerging markets," Journal of International Development, John Wiley & Sons, Ltd., vol. 15(5), pages 575-586.
  7. Gallet, Craig A. & List, John A., 2001. "Market share instability: an application of unit root tests to the cigarette industry," Journal of Economics and Business, Elsevier, vol. 53(5), pages 473-480.
  8. Masao Ogaki & Carmen M. Reinhart, 1998. "Measuring Intertemporal Substitution: The Role of Durable Goods," Journal of Political Economy, University of Chicago Press, vol. 106(5), pages 1078-1098, October.
  9. Juillard Michel & Boyer Robert, 1992. "New endogeneous growth theory versus a productivity regime (the)," CEPREMAP Working Papers (Couverture Orange) 9210, CEPREMAP.
  10. Michael Dotsey & Robert G. King, 1988. "Rational expectations business cycle models: a survey," Economic Review, Federal Reserve Bank of Richmond, issue Mar, pages 3-15.
  11. Stefanescu, Razvan & Dumitriu, Ramona, 2015. "Conţinutul analizei seriilor de timp financiare
    [The Essentials of the Analysis of Financial Time Series]
    ," MPRA Paper 67175, University Library of Munich, Germany.
  12. Maria Elena Bontempi & Laura Bottazzi & Roberto Golinelli, 2015. "ynamic corporate capital structure behavior:empirical assessment in the light of heterogeneity and non stationarity," Working Papers 537, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  13. Stefania Villa, 2005. "Determinants of growth in Italy. A time series analysis," Quaderni DSEMS 24-2005, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia.
  14. Kandil, Magda, 1998. "Supply-Side Asymmetry and the Non-Neutrality of Demand Fluctuations," Journal of Macroeconomics, Elsevier, vol. 20(4), pages 785-809, October.
  15. Chang-Jin Kim & James Morley & Jeremy M. Piger, 2003. "Nonlinearity and the permanent effects of recessions," Working Papers 2002-014, Federal Reserve Bank of St. Louis.
  16. Marashdeh, Hazem & Wilson, E.J., 2005. "Structural Changes in the Middle East Stock Markets: The case of Israel and Arab Countries," Economics Working Papers wp05-22, School of Economics, University of Wollongong, NSW, Australia.
  17. Dufour, Jean-Marie & Neifar, Malika, 2004. "Méthodes d’inférence exactes pour un modèle de régression avec erreurs AR(2) gaussiennes," L'Actualité Economique, Société Canadienne de Science Economique, vol. 80(4), pages 593-618, Décembre.
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  21. Pizer, William & Newell, Richard, 2000. "Discounting the Distant Future: How Much Do Uncertain Rates Increase Valuations?," Discussion Papers dp-00-45, Resources For the Future.
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  41. Tkacz, Greg, 2001. "Neural network forecasting of Canadian GDP growth," International Journal of Forecasting, Elsevier, vol. 17(1), pages 57-69.
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  50. Nicholas Mangee, 2016. "Can structural change explain the Meese-Rogoff puzzle?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 40(2), pages 211-234, April.
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  55. Koi Nyen Wong & Tuck Cheong & Dietrich K. Fausten, 2007. "Foreign Direct Investment And Services Trade: Evidence From Malaysia And Singapore," Monash Economics Working Papers 30-07, Monash University, Department of Economics.
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  62. Lee, Jim, 1996. "Testing for a unit root in time series with trend breaks," Journal of Macroeconomics, Elsevier, vol. 18(3), pages 503-519.
  63. Peat, Maurice & Stevenson, Max, 1996. "Asymmetry in the business cycle: Evidence from the Australian labour market," Journal of Economic Behavior & Organization, Elsevier, vol. 30(3), pages 353-368, September.
  64. Moolman, Elna, 2004. "A Markov switching regime model of the South African business cycle," Economic Modelling, Elsevier, vol. 21(4), pages 631-646, July.
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  66. Escribano, Álvaro & García, Ana & Aparicio, Felipe M., 2003. "Range unit root tests," DES - Working Papers. Statistics and Econometrics. WS ws031126, Universidad Carlos III de Madrid. Departamento de Estadística.
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  74. Francis X. Diebold & Lutz Kilian, . "Measuring Predictability: Theory and Macroeconomic Applications," CARESS Working Papres 97-19, University of Pennsylvania Center for Analytic Research and Economics in the Social Sciences.
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