Using stochastic growth models to understand unit roots and breaking trends

DOI10.1016/S0165-1889(97)00021-3zbMath0897.90049MaRDI QIDQ1391259

Sau-Him Paul Lau

Publication date: 22 July 1998

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

zbMATH Keywords

growth and deterministic trendsstationarity or non-stationarity

Mathematics Subject Classification ID

Economic growth models (91B62)

Related Items (2)

\(I(0)\) in, integration and cointegration out: Time series properties of endogenous growth models ⋮ Spurious Regression Under Broken-Trend Stationarity

Cites Work

• Unnamed Item
• Testing the random walk hypothesis: power versus frequency of observation
• Statistical analysis of cointegration vectors
• \(I(0)\) in, integration and cointegration out: Time series properties of endogenous growth models
• The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
• Time Series Tests of Endogenous Growth Models
• Are Output Fluctuations Transitory?
• Objectives, Constraints, and Outcomes in Optimal Growth Models
• Public investment in infrastructure in a simple growth model

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