Add to ORKGThe unit root hypothesis for international real GDP and real GDP per capita has been the subject of extensive investigation. Using panel methods that incorporate structural change, we reject the unit root null in favor of the alternative of trend stationarity with one or two changes in the slope for two panels with postwar data and one or two changes in both the slope and the intercept for a panel with long-horizon data. We conclude that real GDP levels are better characterized as regime-wise trend stationary than as either trend stationary without structural change or difference stationary with unit roots.
We use historical data that cover more than one century on real GDP for industrial countries and emp...
This note uses the newly developed panel SURADF tests advanced by Breuer et al. (2001) to investigat...
his paper examines whether the CPI and real GDP for the U.S. exhibit nonlinear reversion to trend as...
The unit root hypothesis for international real GDP and real GDP per capita has been the subject of ...
This paper examines the stationarity of real GDP per capita for 27 OECD countries during the period ...
The aim of this paper is to provide additional evidence about the order of integration of constant p...
By using an extended dataset for 19 developed countries, this study employs a recent unit root test ...
Determining whether per capita output can be characterized by a stochastic trend is complicated by t...
This study investigated stationary process in real per capita Gross Domestic Product (GDP) in nine A...
Panel unit root and stationarity tests without structural breaks suggest that for eight Pacific isla...
We employ linear and nonlinear unit-root tests to examine the stationarity of five multi-century his...
Panel unit root and stationarity tests without structural breaks suggest that for eight Pacific isla...
[[abstract]]We use the newly-developed and refined panel stationary test with structural breaks, as ...
By using an extended dataset for 19 developed countries, this study employs a recent unit root test ...
In this note, we use the newly-developed and refined panel stationary test with structural breaks, a...
We use historical data that cover more than one century on real GDP for industrial countries and emp...
This note uses the newly developed panel SURADF tests advanced by Breuer et al. (2001) to investigat...
his paper examines whether the CPI and real GDP for the U.S. exhibit nonlinear reversion to trend as...
The unit root hypothesis for international real GDP and real GDP per capita has been the subject of ...
This paper examines the stationarity of real GDP per capita for 27 OECD countries during the period ...
The aim of this paper is to provide additional evidence about the order of integration of constant p...
By using an extended dataset for 19 developed countries, this study employs a recent unit root test ...
Determining whether per capita output can be characterized by a stochastic trend is complicated by t...
This study investigated stationary process in real per capita Gross Domestic Product (GDP) in nine A...
Panel unit root and stationarity tests without structural breaks suggest that for eight Pacific isla...
We employ linear and nonlinear unit-root tests to examine the stationarity of five multi-century his...
Panel unit root and stationarity tests without structural breaks suggest that for eight Pacific isla...
[[abstract]]We use the newly-developed and refined panel stationary test with structural breaks, as ...
By using an extended dataset for 19 developed countries, this study employs a recent unit root test ...
In this note, we use the newly-developed and refined panel stationary test with structural breaks, a...
We use historical data that cover more than one century on real GDP for industrial countries and emp...
This note uses the newly developed panel SURADF tests advanced by Breuer et al. (2001) to investigat...
his paper examines whether the CPI and real GDP for the U.S. exhibit nonlinear reversion to trend as...