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A crucial aspect of empirical research is the stationarity properties of a time series. In this short chapter, we examine the effects of temporal aggregation on the power properties of the Augmented Dickey Fuller (ADF) stationarity test developed by Dickey, D.A. and W.A. Fuller, Journal of the...
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This paper considers the dynamics of the OECD macroeconomic forecasts for Greece. A Geometric Distributed Lags model is used to study the dynamic responses between the actual data and the forecasts supplied by OECD the last 15 years.
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