INTERNATIONAL EVIDENCE ON OUTPUT PERSISTENCE FROM POSTWAR DATA

被引：9

作者：

CHEUNG, YW ^{[1
]}

LAI, KS ^{[1
]}

机构：

[1] CALIF STATE UNIV LOS ANGELES,LOS ANGELES,CA 90032

来源：

ECONOMICS LETTERS | 1992年 / 38卷 / 04期

关键词：

D O I：

10.1016/0165-1765(92)90031-S

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

This paper reports some international evidence on output persistence based on postwar data. Using fractional differencing analysis, we find evidence of fractional integration in output for the U.S. and U.K. but not for the other G-7 countries, implying that these two countries show much less persistence in output fluctuations than the others.

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收藏

页码：435 / 441

页数：7

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