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Trends and random walks in macroeconmic time series : Some evidence and implications

Nelson, Charles R.; Plosser, Charles I. - In: Journal of Monetary Economics 10 (1982) 2, pp. 139-162

Persistent link: https://www.econbiz.de/10005131602

Nelson, Charles R.; Plosser, Charles I. - Department of Economics, Boston College

Data from Trends and Random Walks in Macroeconomic Time Series: Some Evidence and Implications. Journal of Monetary Economics. Vol. 10 (2). p 139-62. September 1982. Annual, 1860-1970, for 28 US macro series.

Persistent link: https://www.econbiz.de/10005074263

Trends and random walks in macroeconomic time series : some evidence and implications

Nelson, Charles R.; Plosser, Charles I. - In: Journal of monetary economics 10 (1982) 2, pp. 139-162

Persistent link: https://www.econbiz.de/10002568542