unit roots, persistence, and the measurement of prewar output series

Jäger, Albert (October 1989) unit roots, persistence, and the measurement of prewar output series. Forschungsberichte / Research Memoranda 256

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abstract: recent studies find that u.s. real gnp for 1869-1929 has no unit root. the note presents monte carlo evidence showing that linear trend interpolation used for constructing prewar gnp series may be responsible for this finding.;

Item Type: IHS Series
Status: Published
Date Deposited: 26 Sep 2014 10:34
Last Modified: 01 Apr 2016 14:07
URI: http://irihs.ihs.ac.at/id/eprint/256

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