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The data measurement process for UK GNP: stochastic trends, long memory, and unit roots
16 references·4 citing·33 second hop
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References

  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
  • 1982Trends and random walks in macroeconmic time series4,670 cited
  • 1988Testing for Common Trends1,894 cited
  • 1992Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK1,659 cited
  • 1995Estimation of Common Long-Memory Components in Cointegrated Systems1,313 cited
  • 1990Purchasing Power Parity in the Long Run808 cited
  • 1992Comparisons of tests for multivariate cointegration582 cited
  • 1995Estimation of Common Long-Memory Components in Cointegrated Systems426 cited
  • 1986News or Noise? An Analysis of GNP Revisions300 cited
  • 1996Panel unit root tests and real exchange rates208 cited
  • 1996Mean reversion in real exchange rates: evidence and implications for forecasting185 cited
  • 2020The Uncertain Unit Root in Real GNP168 cited
  • 1992Trends and Random Walks in Macroeconomic Time Series: A Re-Examination160 cited
  • 1997Short‐Run Dynamics in Cointegrated Systems135 cited
  • 1987

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Does GNP have a unit root?
134 cited

Cited by

  • 2003Exploiting information in vintages of time-series data42 cited
  • 2009Cointegration analysis under measurement errors16 cited
  • 2004Revisions to Official Data on U.S. GNP: A Multivariate Assessment of Different Vintages15 cited
  • 2009Dealing with Benchmark Revisions in Real‐Time Data: The Case of German Production and Orders Statistics*10 cited