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Unit Roots, Postwar Slowdowns and Long-Run Growth: Evidence from Two Structural Breaks
16 references·2 citing·33 second hop
Unit Roots, Postwar Slowdowns and Long-Run Growth: Evidence from Two Structural Breaks (1998)Unit Roots, Postwar Slowdowns and Long-Ru…Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Further Evidence on the Great…Likelihood ratio tests for multiple structural changes (1999)Likelihood ratio tests for mu…Testing For and Dating Common Breaks in Multivariate Time Series (1998)Testing For and Dating Common…Slowdowns and Meltdowns: Postwar Growth Evidence From 74 Countries (1998)Slowdowns and Meltdowns: Post…Multiple Trend Breaks and the Unit-Root Hypothesis (1997)Multiple Trend Breaks and the…Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag (1995)Unit Root Tests in ARMA Model…R & D-Based Models of Economic Growth (1995)R & D-Based Models of Economi…Trend, Unit Root and Structural Change in Macroeconomic Time Series (1994)Trend, Unit Root and Structur…Dynamic Forces in Capitalist Development: A Long-run Comparative View. (1992)Dynamic Forces in Capitalist …Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots (1991)Pitfalls and Opportunities: W…Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence (1990)Recursive and Sequential Test…The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The Great Crash, the Oil Pric…Searching For a Break in GNP (1988)Searching For a Break in GNPIncreasing Returns and Long-Run Growth (1986)Increasing Returns and Long-R…Trends and random walks in macroeconmic time series (1982)Trends and random walks in ma…A Contribution to the Theory of Economic Growth (1956)A Contribution to the Theory …Unit Roots, Level Shifts and Trend Breaks in Per Capita Output: A Robust Evaluation (2011)Unit Roots, Level Shifts and …Public Debt, the Unit Root Hypothesis and Structural Breaks: A Multi‐Country Analysis (2006)Public Debt, the Unit Root Hy…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)The Economic Implications of Learning by Doing (1971)MONOPOLISTIC COMPETITION AND OPTIMUM PRODUCT DIVERSITY (1975)A Contribution to the Empirics of Economic Growth (1992)The determinants of national innovative capacity (2002)International Technology Diffusion (2004)Endogenous Growth Theory (2018)Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order (1984)Further evidence on breaking trend functions in macroeconomic variables (1997)Testing for unit roots in heterogeneous panels (2003)Testing for Error Correction in Panel Data* (2007)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing for a Unit Root in Time Series Regression (1988)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)ARCH modeling in finance (1992)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Tests for Parameter Instability in Regressions with 1(1) Processes (1992)EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?* (2009)A Mathematical Theory of Saving (1928)Rank Correlation Methods. (1957)On the mechanics of economic development (1988)Increasing Returns and Economic Geography (1990)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)The saving and investment nexus for China: evidence from cointegration tests (2005)Introductory Econometrics for Finance (2008)Economic Growth in a Cross Section of Countries (1989)Endogenous Technological Change (1989)What have We Learnt from the Convergence Debate? (2003)Unit root tests in panel data: asymptotic and finite-sample properties (2002)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)
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261 cited
  • 1999Likelihood ratio tests for multiple structural changes249 cited
  • Cited by

    • 2006Public Debt, the Unit Root Hypothesis and Structural Breaks: A Multi‐Country Analysis77 cited
    • 2011Unit Roots, Level Shifts and Trend Breaks in Per Capita Output: A Robust Evaluation26 cited