The uncertain unit root in GDP and CPI: a wavelet-based perspective

One of the controversial issues in macroeconomics consists in whether the macroeconomic time series are better characterized as being driven by permanent shocks or by temporary shocks. We provide here new evidence using a recent unit-root test based on the wavelets methodology.

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Year of publication:	2013
Authors:	Caraiani, Petre
Published in:	Applied Economics Letters. - Taylor & Francis Journals, ISSN 1350-4851. - Vol. 20.2013, 3, p. 297-299
Publisher:	Taylor & Francis Journals

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010624401