THE GREAT CRASH, THE OIL PRICE SHOCK, AND THE UNIT-ROOT HYPOTHESIS

[1] Billingsley P, 1968, CONVERGENCE PROBABIL

[2] Blanchard OJ., 1986, NBER MACROECON ANN, V1, P15, DOI [10.1086/654013, DOI 10.2307/3585159]

[3] BLOUGH SR, 1988, 211 J HOPK U WORK PA

[4] INTERVENTION ANALYSIS WITH APPLICATIONS TO ECONOMIC AND ENVIRONMENTAL PROBLEMS [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1975, 70 (349) : 70 - 79

[5] ARE OUTPUT FLUCTUATIONS TRANSITORY [J]. QUARTERLY JOURNAL OF ECONOMICS, 1987, 102 (04) : 857 - 880

[6] CAMPBELL JY, 1987, AM ECON REV, V77, P111

[7] CHAN NH, 1988, J AM STAT ASSOC, V83, P857

[8] CHRISTIANO LJ, 1988, NBER2695 WORK PAP

[9] HOW BIG IS THE RANDOM-WALK IN GNP [J]. JOURNAL OF POLITICAL ECONOMY, 1988, 96 (05) : 893 - 920

[10] COCHRANE JH, 1987, CRITIQUE APPLICATION

[1] Billingsley P, 1968, CONVERGENCE PROBABIL

[2] Blanchard OJ., 1986, NBER MACROECON ANN, V1, P15, DOI [10.1086/654013, DOI 10.2307/3585159]

[3] BLOUGH SR, 1988, 211 J HOPK U WORK PA

[4] INTERVENTION ANALYSIS WITH APPLICATIONS TO ECONOMIC AND ENVIRONMENTAL PROBLEMS [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1975, 70 (349) : 70 - 79

[5] ARE OUTPUT FLUCTUATIONS TRANSITORY [J]. QUARTERLY JOURNAL OF ECONOMICS, 1987, 102 (04) : 857 - 880

[6] CAMPBELL JY, 1987, AM ECON REV, V77, P111

[7] CHAN NH, 1988, J AM STAT ASSOC, V83, P857

[8] CHRISTIANO LJ, 1988, NBER2695 WORK PAP

[9] HOW BIG IS THE RANDOM-WALK IN GNP [J]. JOURNAL OF POLITICAL ECONOMY, 1988, 96 (05) : 893 - 920

[10] COCHRANE JH, 1987, CRITIQUE APPLICATION