Rothman, Philip - In: Studies in Nonlinear Dynamics & Econometrics 12 (2008) 3, pp. 1521-1521
Using 15 years worth of additional data, a study is carried out to explore the extent to which the results in Rothman (1991) still hold. The analysis shows that such a comparison is very much dependent on whether: (i) 1-quarter differences or 4-quarter differences are used to construct the...