Interpolation and shock persistence of prewar U.S. macroeconomic time series: a reconsideration

DOI10.1016/J.ECONLET.2022.110386MaRDI QIDQ2127322zbMATH OpenOpenAlexFDO

Authors Hashem Dezhbakhsh, Daniel Levy

Publication date 20 April 2022

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2022.110386

zbMATH Keywords

linear interpolationnonstationary seriesperiodic nonstationarityprewar US time seriesrandom walkshock-persistencestationary series

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Economic time series analysis (91B84)

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Cites work

• Are output fluctuations transitory?
• Changes in the behavior of output in the United Kingdom, 1856-1990
• Data revisions and periodic properties of macroeconomic data
• Periodic properties of interpolated time series

Cited in

(2)

• Periodic properties of interpolated time series
• Interpolation and backdating with a large information set

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