Time series properties of aggregate output fluctuations (Q685910)
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English | Time series properties of aggregate output fluctuations |
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Time series properties of aggregate output fluctuations (English)
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17 October 1993
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martingale hypothesis
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unit root component of output
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deviations from white noise
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time series properties of aggregate U.S. output
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random walk with drift
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spectral distribution function
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second moment implications
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