40
Views
5
CrossRef citations to date
0
Altmetric
Original Articles

Structural breaks and stochastic trends in macroeconomic variables in Norway

Pages 133-138 | Published online: 07 Oct 2010

References

  • Banerjee , A. , Lumsdaine , R. L. and Stock , J. H. 1992 . Recursive and sequential tests of the unit-root and trend-break hypotheses: theory and international evidence . Journal of Business and Economic Statistics , 10 : 271 – 287 .
  • Beveridge , S. and Nelson , C. R. 1981 . A new approach to the decomposition of economic time series into permanent and transitory components with particular attention to measurement of the business cycle . Journal of Monetary Economics , 7 : 151 – 174 .
  • Bianchi , M. and Zoega , G. 1994 . Unemployment persistence: does the size of the shock matter? , CEPR Discussion Paper No. 1082
  • Campbell , J. Y. and Mankiw , G. 1987a . Are output fluctuations transitory? . Quarterly Journal of Economics , 102 : 857 – 880 .
  • Campbell , J. Y. and Mankiw , G. 1987b . Permanent and transitory components in macroeconomic fluctuations . American Economic Review Papers and Proceedings , 77 : 111 – 117 .
  • Campbell , J. Y. and Mankiw , G. 1989 . International evidence on the persistence of economic fluctuations . Journal of Monetary Economics , 23 : 319 – 333 .
  • Cochrane , J. H. 1988 . How big is the random walk component in GNP? . Journal of Political Economy , 96 : 893 – 920 .
  • Fuller , W. A. 1976 . Introduction to Statistical Time Series , New York : Wiley .
  • Nelson , C. R. and Plosser , C. I. 1982 . Trends and random walks in macroeconomic time series . Journal of Monetary Economics , 10 : 129 – 162 .
  • Perron , P. 1989 . The great crash, the oil price shock, and the unit-root hypothesis . Econometrica , 57 : 1361 – 1401 .
  • Perron , P. 1993 . The HUMP-shaped behaviour of macroeconomic fluctuations . Empirical Economics , 18 : 707 – 727 .
  • Priestley , M. B. 1982 . Spectral Analysis and Time Series , New York : Academic Press .
  • Quah , D. 1992 . The relative importance of permanent and transitory components: identification and some theoretical bounds . Econometrica , 60 : 107 – 118 .
  • Rappoport , P. and Reichlin , L. 1989 . Segmented trends and nonstationary time series . Economic Journal , 99 : 168 – 177 . Conference Supplement
  • Schwert , G. W. 1989 . Tests for unit-roots: a Monte Carlo investigation . Journal Business and Economic Statistics , 7 : 147 – 159 .
  • Watson , M. W. 1986 . Univariate detrending methods with stochastic trends . Journal of Monetary Economics , 18 : 49 – 75 .
  • Zivot , E. and Andrews , D. W. K. 1992 . Further evidence on the great crash, the oil price shock, and the unit-root hypothesis . Journal of Business and Economic Statistics , 10 : 251 – 270 .

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.