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Volumn 73, Issue 223, 1997, Pages 348-362

Shock persistence and structural change

Author keywords

[No Author keywords available]

Indexed keywords

SHOCK PERSISTENCE; STRUCTURAL CHANGE; UNIT ROOTS;

EID: 0031397543     PISSN: 00130249     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1475-4932.1997.tb01007.x     Document Type: Article
Times cited : (4)

References (17)
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    • Beveridge, S. and Nelson, C. R. (1981), 'A New Approach to Decomposition of Economic Time Series into Permanent and Transitory Components with Particular Attention to the Business Cycle', Journal of Monetary Economics 7, 151-74.
    • (1981) Journal of Monetary Economics , vol.7 , pp. 151-174
    • Beveridge, S.1    Nelson, C.R.2
  • 6
    • 84936823544 scopus 로고
    • How big is the random walk in GNP?
    • Cochrane, J. H. (1988), 'How Big is the Random Walk in GNP?', Journal of Political Economy 96, 893-920.
    • (1988) Journal of Political Economy , vol.96 , pp. 893-920
    • Cochrane, J.H.1
  • 7
    • 0025591195 scopus 로고
    • International evidence on the size of the random walk in output
    • Cogley, T. (1990), 'International Evidence on the Size of the Random Walk in Output", Journal of Political Economy 98, 501-18.
    • (1990) Journal of Political Economy , vol.98 , pp. 501-518
    • Cogley, T.1
  • 9
    • 85036258669 scopus 로고
    • Distribution of the estimator for autoregressive time series with a unit root
    • Dickey, D. A. and Fuller, W. (1979), 'Distribution of the Estimator for Autoregressive Time Series with a Unit Root', Journal of the American Statistical Association 74, 427-31.
    • (1979) Journal of the American Statistical Association , vol.74 , pp. 427-431
    • Dickey, D.A.1    Fuller, W.2
  • 10
    • 0000472488 scopus 로고
    • Likelihood ratio test for autoregressive time series with a unit root
    • _(1981), 'Likelihood Ratio Test for Autoregressive Time Series with a Unit Root', Econometrica 49, 1057-72.
    • (1981) Econometrica , vol.49 , pp. 1057-1072
  • 11
    • 0003032472 scopus 로고
    • Output persistence, economic structure and the choice of stabilisation policy
    • Durlauf, S. N. (1989), 'Output Persistence, Economic Structure and the Choice of Stabilisation Policy', Brookings Papers on Economic Activity 2, 69-116.
    • (1989) Brookings Papers on Economic Activity , vol.2 , pp. 69-116
    • Durlauf, S.N.1
  • 13
    • 0030427368 scopus 로고    scopus 로고
    • Technological epochs and the British industrial production, 1700-192
    • _(1996), 'Technological Epochs and the British Industrial Production, 1700-192', Scottish Journal of Political Economy 43, 258-76.
    • (1996) Scottish Journal of Political Economy , vol.43 , pp. 258-276
  • 14
    • 0039931294 scopus 로고    scopus 로고
    • Unit roots and British industrial growth 1923-1992
    • _(1997), 'Unit Roots and British Industrial Growth 1923-1992', Manchester School 65, 192-212.
    • (1997) Manchester School , vol.65 , pp. 192-212
  • 15
    • 0001875399 scopus 로고
    • A Monte Carlo study of the effects of structural breaks on tests for unit roots
    • P. Hackl and A. H. Westlund (eds), Springer-Verlag, Berlin
    • Hendry, D. F. and Neale, A. J. (1991), 'A Monte Carlo study of the Effects of Structural Breaks on Tests for Unit Roots', in P. Hackl and A. H. Westlund (eds), Economic and Structural Change, Analysis and Forecasting, 95-119. Springer-Verlag, Berlin.
    • (1991) Economic and Structural Change, Analysis and Forecasting , pp. 95-119
    • Hendry, D.F.1    Neale, A.J.2
  • 16
    • 5744244559 scopus 로고    scopus 로고
    • Persistence of economic growth and its determinants: Some evidence for South Korea and India
    • Islam, S. (1996), 'Persistence of Economic Growth and its Determinants: Some Evidence for South Korea and India', Applied Economics Letters 3, 53-4.
    • (1996) Applied Economics Letters , vol.3 , pp. 53-54
    • Islam, S.1
  • 17
    • 38249017540 scopus 로고
    • Shock persistence and the measurement of pre-war output series
    • Jaeger, A. (1990), 'Shock Persistence and the Measurement of Pre-War Output Series', Economics Letters 34, 333-37.
    • (1990) Economics Letters , vol.34 , pp. 333-337
    • Jaeger, A.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.