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Jäger, Albert (October 1989) Unit roots, persistence, and the measurement of prewar output series. Former 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 |
|---|---|
| Date Deposited: | 26 Sep 2014 10:34 |
| Last Modified: | 19 Sep 2024 08:43 |
| URI: | https://irihs.ihs.ac.at/id/eprint/256 |
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