Add to ORKGtextabstractThis paper puts forward a method to estimate average economic growth, and its associated confidence bounds, which does not require a formal decision on potential unit root properties. The method is based on the analysis of either difference-stationary or trend-stationary time series models, implementing the robust bootstrapping procedure advocated in Romano and Wolf (2001). Simulation evidence indicates the practical relevance of the method. It is illustrated on quarterly post-war US industrial production
The main purpose of this thesis has been to estimate and simulate a general equilibrium model of gro...
We propose a new methodology in order to study the stability of output growth over 135 years for 19 ...
Understanding the process of economic growth involves comparing competing the-oretical models and ev...
We discuss a method to estimate the confidence bounds for average economic growth, which is robust t...
We estimate real U.S. GDP growth as a threshold autoregressive process, and construct confidence int...
We estimate real US GDP growth as a threshold autoregressive process, and construct confidence inter...
Durlauf, Johnson, and Temple (2005) forcefully argue that the empirical analysis of economic growth ...
This paper provides a survey and synthesis of econometric tools that have been employed to study eco...
We estimate real US GDP growth as a threshold autoregressive process, and construct confidence inter...
Two important problems exist in cross-country growth studies: outliers and model uncertainty. Employ...
Quantitative growth economists often have to deal with model uncertainty (Barro et al. (2003)) and t...
Two important problems exist in cross-country growth studies: outliers and model uncertainty. Employ...
Two important problems exist in cross-country growth studies: outliers and model uncertainty. Employ...
This is the author accepted manuscript. The final version is available from Oxford University Press ...
When predicting population dynamics, the value of the prediction is not enough and should be accompa...
The main purpose of this thesis has been to estimate and simulate a general equilibrium model of gro...
We propose a new methodology in order to study the stability of output growth over 135 years for 19 ...
Understanding the process of economic growth involves comparing competing the-oretical models and ev...
We discuss a method to estimate the confidence bounds for average economic growth, which is robust t...
We estimate real U.S. GDP growth as a threshold autoregressive process, and construct confidence int...
We estimate real US GDP growth as a threshold autoregressive process, and construct confidence inter...
Durlauf, Johnson, and Temple (2005) forcefully argue that the empirical analysis of economic growth ...
This paper provides a survey and synthesis of econometric tools that have been employed to study eco...
We estimate real US GDP growth as a threshold autoregressive process, and construct confidence inter...
Two important problems exist in cross-country growth studies: outliers and model uncertainty. Employ...
Quantitative growth economists often have to deal with model uncertainty (Barro et al. (2003)) and t...
Two important problems exist in cross-country growth studies: outliers and model uncertainty. Employ...
Two important problems exist in cross-country growth studies: outliers and model uncertainty. Employ...
This is the author accepted manuscript. The final version is available from Oxford University Press ...
When predicting population dynamics, the value of the prediction is not enough and should be accompa...
The main purpose of this thesis has been to estimate and simulate a general equilibrium model of gro...
We propose a new methodology in order to study the stability of output growth over 135 years for 19 ...
Understanding the process of economic growth involves comparing competing the-oretical models and ev...