Trend und Zyklus im Bruttoinlandsprodukt der Bundesrepublik Deutschland - eine Anmerkung

This note shows that German real GDP follows a trend-stationary process. Both tests which have trend-stationarity as the alternative hypothesis as well as tests that have it under the null hypothesis prefer the trend-stationary model. Explicit consideration of breaks in the trend is not necessary to obtain this result. The trend-stationary model with breaks is, however, advantageous for trend-cycle decompositions.

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Year of publication:	2000
Authors:	Meier, Carsten-Patrick
Publisher:	Kiel : Kiel Institute of World Economics (IfW)
Subject:	Konjunktur \| Sozialprodukt \| Zeitreihenanalyse \| Unit Root Test \| Strukturbruch \| Schätzung \| Deutschland \| Konjunkturzyklus \| Stationarität \| Strukturbrüche Trends \| business cycles \| stationarity \| structural change \| Trend

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Series:	Kiel Working Paper ; 993
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Working Paper
Language:	German
Other identifiers:	862560950 [GVK] hdl:10419/2464 [Handle] RePEc:zbw:ifwkwp:993 [RePEc]
Classification:	C12 - Hypothesis Testing ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C32 - Time-Series Models ; E32 - Business Fluctuations; Cycles
Source:	EconStor

Persistent link: https://www.econbiz.de/10010265453