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

DOI10.1017/S1365100501010094zbMath1065.91550OpenAlexW2070827046MaRDI QIDQ4449974

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

zbMATH Keywords

BootstrapTransitory DynamicsTrend Break

Mathematics Subject Classification ID

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

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Unit Roots, Level Shifts, and Trend Breaks in Per Capita Output: A Robust Evaluation

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