PERSISTENCE, COINTEGRATION, AND AGGREGATION - A DISAGGREGATED ANALYSIS OF OUTPUT FLUCTUATIONS IN THE UNITED-STATES-ECONOMY

MH PESARAN; RG PIERSE; KC LEE

doi:10.1016/0304-4076(93)90101-A

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PERSISTENCE, COINTEGRATION, AND AGGREGATION - A DISAGGREGATED ANALYSIS OF OUTPUT FLUCTUATIONS IN THE UNITED-STATES-ECONOMY

Journal article

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PERSISTENCE, COINTEGRATION, AND AGGREGATION - A DISAGGREGATED ANALYSIS OF OUTPUT FLUCTUATIONS IN THE UNITED-STATES-ECONOMY

MH PESARAN, RG PIERSE and KC LEE

JOURNAL OF ECONOMETRICS, Vol.56(1-2), pp.57-88

01/03/1993

DOI: https://doi.org/10.1016/0304-4076(93)90101-A

Abstract

Social Sciences

Science & Technology

Physical Sciences

Economics

Mathematics

Interdisciplinary Applications

Social Sciences

Mathematical Methods

Business & Economics

Mathematics

Mathematical Methods In Social Sciences

ECONOMICS

MATHEMATICS

INTERDISCIPLINARY APPLICATIONS

SOCIAL SCIENCES

MATHEMATICAL METHODS

MACROECONOMIC TIME-SERIES

TRANSITORY COMPONENTS

RANDOM-WALKS

TRENDS

ROOT

UNEMPLOYMENT

HYPOTHESIS

REGRESSION

PERMANENT

CYCLES

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Title: PERSISTENCE, COINTEGRATION, AND AGGREGATION - A DISAGGREGATED ANALYSIS OF OUTPUT FLUCTUATIONS IN THE UNITED-STATES-ECONOMY
Creators: MH PESARAN
RG PIERSE
KC LEE
Publication Details: JOURNAL OF ECONOMETRICS, Vol.56(1-2), pp.57-88
Publisher: ELSEVIER SCIENCE SA LAUSANNE
Date published: 01/03/1993
Date submitted: 16/05/2017
Identifiers: 99514096002346
Academic Unit: University of Surrey
Language: English
Resource Type: Journal article

PERSISTENCE, COINTEGRATION, AND AGGREGATION - A DISAGGREGATED ANALYSIS OF OUTPUT FLUCTUATIONS IN THE UNITED-STATES-ECONOMY

Abstract

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