On the Behaviour of Phillips-Perron Tests in the Presence of Persistent Cycles-Reference-Cited by-同舟云学术

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On the Behaviour of Phillips-Perron Tests in the Presence of Persistent Cycles

Published:2015-01-21 Issue:4 Volume:77 Page:495-511
ISSN:0305-9049
Container-title:Oxford Bulletin of Economics and Statistics
language:en
Short-container-title:Oxf Bull Econ Stat

Author:

Del Barrio Castro Tomás¹,Rodrigues Paulo M. M.²,Taylor A. M. Robert³

Affiliation:

1. Department of Applied Economics; University of the Balearic Islands; Spain

2. Banco de Portugal; NOVA School of Business and Economics; Universidade Nova de Lisboa; CEFAGE; Lisboa Portugal

3. Essex Business School; University of Essex; Colchester CO4 3SQ UK

Publisher

Wiley

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Social Sciences (miscellaneous),Statistics and Probability

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/obes.12091/fullpdf

Reference29 articles.

1. Political cycles in OECD Economies;Alesina;Review of Economic Studies,1992

2. Allen , D. S 1997 Filtering Permanent Cycles with Complex Unit Roots http://research.stlouisfed.org/wp/1997/97-001.pdf

3. Trend-reverting fluctuations in the life-cycle model;Azariadis;Journal of Economic Theory,2004

4. Consistent autoregressive spectral estimates;Berk;The Annals of Statistics,1974

5. Complex unit roots and business cycles: are they real?;Bierens;Econometric Theory,2001

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