UNIT ROOTS, TREND BREAKS, AND TRANSITORY DYNAMICS: A MACROECONOMIC PERSPECTIVE

DOI10.1017/S1365100501010094zbMATH Open1065.91550OpenAlexW2070827046MaRDI QIDQ4449974FDOQ4449974

Authors: Lutz Kilian, Lee E. Ohanian 

Publication date: 15 February 2004

Published in: Macroeconomic Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s1365100501010094

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zbMATH Keywords

BootstrapTransitory DynamicsTrend Break

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Statistical methods; economic indices and measures (91B82)

Cited In (2)

• Unit roots, level shifts, and trend breaks in per capita output: a robust evaluation
• Analysis of structural breaks and unit root tests for Chinese macroeconomic data

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