TREND REVERSION IN REAL OUTPUT AND UNEMPLOYMENT

被引:70
作者
CLARK, PK
机构
关键词
D O I
10.1016/0304-4076(89)90027-4
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:15 / 32
页数:18
相关论文
共 16 条
[1]   NEW LOOK AT STATISTICAL-MODEL IDENTIFICATION [J].
AKAIKE, H .
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1974, AC19 (06) :716-723
[2]  
BLANCHARD O, 1986, UNPUB HYSTERESIS EUR
[3]  
BOX GEP, 1970, TIME SERIES ANAL FOR
[4]  
CAMPBELL J, 1987, Q J EC NOV, P857
[5]   THE CYCLICAL COMPONENT OF UNITED-STATES ECONOMIC-ACTIVITY [J].
CLARK, PK .
QUARTERLY JOURNAL OF ECONOMICS, 1987, 102 (04) :797-814
[6]  
COCHRANE JH, 1986, UNPUB BIG IS RANDOM
[7]   DISTRIBUTION OF THE ESTIMATORS FOR AUTOREGRESSIVE TIME-SERIES WITH A UNIT ROOT [J].
DICKEY, DA ;
FULLER, WA .
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1979, 74 (366) :427-431
[8]  
EVANS GS, 1986, UNPUB OUTPUT UNEMPLO
[9]  
FULLER WA, 1976, INTRO STATISTICAL TI
[10]   TRENDS AND CYCLES IN MACROECONOMIC TIME-SERIES [J].
HARVEY, AC .
JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 1985, 3 (03) :216-227