Unit roots in macroeconomic time series: theory, implications, and evidence

Unit roots in macroeconomic time series: theory, implications, and evidence

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The theme of unit roots in macroeconomic time series has received a great amount of theoretical and applied research in the last two decades. This paper presents some of the main issues regarding unit root tests, explores some of the implications for macroeconomic theory and policy, and reviews the...

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Bibliographic Details
Main Author:	Gilberto Libanio
Format:	Article
Language:	English
Published:	Universidade Federal de Minas Gerais 2005-12-01
Series:	Nova Economia
Subjects:	time-series models unit roots business fluctuations
Online Access:	http://www.face.ufmg.br/novaeconomia/sumarios/v15n3/150306.pdf

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