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Applied Economics Letters Volume 12, 2005 - Issue 4
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Original Articles

Examining complex unit roots in the MENA countries industrial production indices

Haitham A. Al Zoubi *
&
Aktham Maghyereh
Pages 255-259 | Published online: 20 Aug 2006

References

References

  • Blanchered OJ Fischer S 1989 Lectures on Macroeconomics, MIT Press Cambridge MA
  • Bierens , H . 2001 . Complex unit roots and business cycles: are they real? . Econometric Theory , 17 : 962 – 83 .
  • Diebold , FX and Rudebusch , GD . 1991 . Forecasting output with the composite leading index: a real time analysis . Journal of the American Statistical Association , 86 : 603 – 10 .
  • Diebold , FX and Rudebusch , GD . 1991 . Have postwar economic fluctuations been stabilized . American Economic Review , 82 : 993 – 1005 .
  • Cochrane , JH . 1988 . How big is the random walk in GNP? . Journal of Political Economy , 96 : 276 – 93 .
  • Nelson , CR and Plosser , CI . 1982 . Trends and random walks in macro-economic time series . Journal of Monetary Economics , 10 : 139 – 62 .
  • Perron , P . 1989 . The great crash, the oil price shock and the unit root hypothesis . Econometrica , 57 : 1361 – 402 .
  • Solow , RM . 1956 . A contribution to the theory of economic growth . Quarterly Journal of Economics , 70 : 65 – 94 .

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