Unit root tests with double trend breaks and the 1990s recession in Japan-Reference-Cited by-同舟云学术

Unit root tests with double trend breaks and the 1990s recession in Japan

Published:2000-12 Issue:4 Volume:12 Page:363-379
ISSN:0922-1425
Container-title:Japan and the World Economy
language:en
Short-container-title:Japan and the World Economy

Author:

Mehl Arnaud

Publisher

Elsevier BV

Subject

Political Science and International Relations,Economics and Econometrics,Finance

Reference19 articles.

1. Recursive and sequential tests of the unit root and trend-break hypotheses: theory and international evidence;Banerjee;Journal of Business & Economic Statistics,1992

2. Banerjee, A., Lazarova, S., Urga, G., 1998. Bootstrapping Sequential Tests for Multiple Structural Breaks. EUI Working Papers ECO, No. 98/24, July 1998.

3. Unit roots and infrequent large shocks: new international evidence on output growth;Bradley;Journal of Money, Credit and Banking,1995

4. Deterministic, stochastic and segmented trends in aggregate output: a cross-country analysis;Cheung;Oxford Economic Papers,1996

5. Are there unit roots in real economic variables? An encompassing analysis of difference and trend stationarity;Hatanaka;Japanese Economic Review,1995

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