Add to ORKGBy using an extended dataset for 19 developed countries, this study employs a recent unit root test to re-examine the issue of the non-stationarity of real per capita GDP. The results convincingly support the view that the real per capita GDPs of Australia, France, Germany, Japan, the UK and the USA are characterized by a stationary process if the one-break unit root test is employed. Moreover, we can reject 11 of 19 countries' real per capita GDP if the two-break unit root test is employed. This is consistent with the view that business cycles exhibit stationary fluctuations around a deterministic trend.
In this note we present the outcomes of two unit root tests, which allow for the existence of a brea...
In this note we present the outcomes of two unit root tests, which allow for the existence of a brea...
In this study we use a more powerful nonlinear (logistic) unit root test advanced by Leybourne et al...
By using an extended dataset for 19 developed countries, this study employs a recent unit root test ...
This paper examines the stationarity of real GDP per capita for 27 OECD countries during the period ...
This paper examines the stationarity of real GDP per capita for 27 OECD countries during the period ...
This study investigated stationary process in real per capita Gross Domestic Product (GDP) in nine A...
The aim of this paper is to provide additional evidence about the order of integration of constant p...
The unit root hypothesis for international real GDP and real GDP per capita has been the subject of ...
[[abstract]]We use the newly-developed and refined panel stationary test with structural breaks, as ...
Panel unit root and stationarity tests without structural breaks suggest that for eight Pacific isla...
There is a large literature that tests the univariate time series properties of the real output seri...
We employ linear and nonlinear unit-root tests to examine the stationarity of five multi-century his...
This paper examines the stationarity of real GDP per capita for 27 OECD countries during the period ...
There is a large literature that tests the univariate time series properties of the real output seri...
In this note we present the outcomes of two unit root tests, which allow for the existence of a brea...
In this note we present the outcomes of two unit root tests, which allow for the existence of a brea...
In this study we use a more powerful nonlinear (logistic) unit root test advanced by Leybourne et al...
By using an extended dataset for 19 developed countries, this study employs a recent unit root test ...
This paper examines the stationarity of real GDP per capita for 27 OECD countries during the period ...
This paper examines the stationarity of real GDP per capita for 27 OECD countries during the period ...
This study investigated stationary process in real per capita Gross Domestic Product (GDP) in nine A...
The aim of this paper is to provide additional evidence about the order of integration of constant p...
The unit root hypothesis for international real GDP and real GDP per capita has been the subject of ...
[[abstract]]We use the newly-developed and refined panel stationary test with structural breaks, as ...
Panel unit root and stationarity tests without structural breaks suggest that for eight Pacific isla...
There is a large literature that tests the univariate time series properties of the real output seri...
We employ linear and nonlinear unit-root tests to examine the stationarity of five multi-century his...
This paper examines the stationarity of real GDP per capita for 27 OECD countries during the period ...
There is a large literature that tests the univariate time series properties of the real output seri...
In this note we present the outcomes of two unit root tests, which allow for the existence of a brea...
In this note we present the outcomes of two unit root tests, which allow for the existence of a brea...
In this study we use a more powerful nonlinear (logistic) unit root test advanced by Leybourne et al...