Time series properties of aggregate output fluctuations (Q685910)

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scientific article; zbMATH DE number 425584
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Time series properties of aggregate output fluctuations
scientific article; zbMATH DE number 425584

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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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