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ECONIS (ZBW)
561
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1
The Contribution of Schooling in Development Accounting : Results from a Nonparametric Upper Bound
Caselli, Francesco
-
2011
How much would output increase if underdeveloped economies were to increase their levels of schooling? We contribute to the development accounting literature by describing a non-parametric upper bound on the increase in output that can be generated by more schooling. The advantage of our...
Persistent link: https://www.econbiz.de/10012461001
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2
Further Investigation of the Uncertain Unit Root in GNP
Cheung, Yin-Wong
-
1996
A more powerful version of the ADF test and a test that has trend stationarity as the null are applied to U.S. GNP. Simulated critical values generated from plausible trend and difference stationary models are used in order to minimize possible finite sample biases. The discriminatory power of...
Persistent link: https://www.econbiz.de/10012473018
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3
Deterministic vs. Stochastic Trend in U.S. GNP, Yet Again
Diebold, Francis X.
-
1996
A sleepy consensus has emerged that U.S. GNP data are uninformative as to whether trend is better described as deterministic or stochastic. Although the distinction is not critical in some contexts, it is important for point forecasting, because the two models imply very different long-run...
Persistent link: https://www.econbiz.de/10012473378
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4
Unit Roots in Macroeconomic Time Series : Some Critical Issues
McCallum, Bennett T.
-
1993
This paper suggests that the relevant question concerning unit root' in the U.S. real GNP time series pertains to the relative importance of difference-stationary and trend-stationary components. Various analytical approaches indicate than an accurate answer is not obtainable with existing data....
Persistent link: https://www.econbiz.de/10012474588
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5
Unit Roots in Real GNP : Do We Know, and Do We Care?
Christiano, Lawrence J.
-
1989
No, and maybe not. [additional text from author's introduction] To us, the possibility of providing a compelling case that real GMP is either trend or difference stationary seems extremely small, certainly on the basis of post-war data. This is because there is only one difference between these...
Persistent link: https://www.econbiz.de/10012475913
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6
On the Existence and Interpretation of the "Unit Root" in U.S. GNP
De Long, J. Bradford
-
1988
In this paper, we assess the degree to which four of the most commonly used models of risky decision making can explain the choices individuals make when faced with risky prospects. To make this assessment, we use experimental evidence for two random samples of young adults. Using a robust,...
Persistent link: https://www.econbiz.de/10012476345
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7
Searching For a Break in GNP
Christiano, Lawrence J.
-
1988
It has been suggested that existing estimates of the long-run impact of a surprise move in income may have a substantial upward bias due to the presence of a trend break in post war U.S. GNP data. This paper shows that the statistical evidence does not warrant abandoning the no trend null...
Persistent link: https://www.econbiz.de/10012476369
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8
Implicit Estimates of Natural, Trend, and Cyclical Components of Real GNP
Nelson, Charles R.
-
1987
Estimates of the natural or full employment level of real GNP have usually been obtained by statistical detrending procedures which assume independence between trend and cycle. This paper presents an alternative approach which says that the natural level should be measured in the context of a...
Persistent link: https://www.econbiz.de/10012476815
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9
Continuous-Time Linear Models
Cochrane, John H.
-
2012
I translate familiar concepts of discrete-time time-series to contnuous-time equivalent. I cover lag operators, ARMA models, the relation between levels and differences, integration and cointegration, and the Hansen-Sargent prediction formulas
Persistent link: https://www.econbiz.de/10012460479
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10
The Use of Monetary Aggregate to Target Nominal GDP
Feldstein, Martin
-
1993
This paper studies the possibility of using the broad monetary aggregate M2 to target the quarterly rate of growth of nominal GDP. Our findings indicate that the Federal Reserve could probably guide M2 in a way that reduces not only the long-term average rate of inflation but also the variance...
Persistent link: https://www.econbiz.de/10012474656
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