Documents de treball producció científicaUniversitat Rovira i Virgili. Departament d'Economia

Is real GDP stationary? Evidence from a panel unit root test with cross-sectional dependence and historical data

  • Datos identificativos

    Identificador:  PC:2164
    Handle: https://hdl.handle.net/20.500.11797/PC2164
    Autores:  Fountas, Stilianos; Aslanidis, Nektarios
    Resumen:
    We use historical data that cover more than one century on real GDP for industrial countries and employ the Pesaran panel unit root test that allows for cross-sectional dependence to test for a unit root on real GDP. We find strong evidence against the unit root null. Our results are robust to the chosen group of countries and the sample period. Key words: real GDP stationarity, cross-sectional dependence, CIPS test. JEL Classification: C23, E32

  • Otros:

    Editor: Universitat Rovira i Virgili. Departament d'Economia
    Fecha: 2012
    Identificador: http://hdl.handle.net/2072/181404
    Departamento/Instituto: Universitat Rovira i Virgili. Centre de Recerca en Economia Industrial i Economia Pública, Universitat Rovira i Virgili. Departament d'Economia
    Idioma: eng
    Autor: Fountas, Stilianos, Aslanidis, Nektarios
    Relación: Documents de treball del Departament d'Economia;2012-02
    Fuente: RECERCAT (Dipòsit de la Recerca de Catalunya)
    Formato: 10 p.

  • Palabras clave:

    33 - Economia
    Producte Interior Brut

  • Documentos:

    DocumentPrincipal

  • Cerca a google

    Search to google scholar