Non-stationarity tests in macroeconomic time series

New trends in macroeconomics

Volumn , Issue , 2005, Pages 173-194

  Darné, Olivier ^a   Diebolt, Claude ^b  

^a UNIVERSITÉ DE LA RÉUNION   (France)

^b UNIVERSITÉ LOUIS PASTEUR   (France)

Author keywords

Breaks; Business cycles; Convergence; Hysteresis; Purchasing power parity; Stationarity tests; Unit root tests

Indexed keywords

EID: 54949124299     PISSN: None     EISSN: None     Source Type: Book    
DOI: 10.1007/3-540-28556-3_9     Document Type: Chapter

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