Search Results - subject:"Unit root cycles"

Unit root cycles in the US unemployment rate

Managi, Shunsuke - In: Economics Bulletin 3 (2004) 7, pp. 1-10

developed by Robinson (1994), which permit us to test unit root cycles in raw time series. The tests have standard null and …

Persistent link: https://www.econbiz.de/10010836077

Unit root cycles in the US unemployment rate

Managi, Shunsuke - In: Economics Bulletin 3 (2004) 7, pp. 1-10

developed by Robinson (1994), which permit us to test unit root cycles in raw time series. The tests have standard null and …

Persistent link: https://www.econbiz.de/10005196480

Testing stochastic cycles in macroeconomic time series

Gil-Alaña, Luis A. - 2000

A particular version of the tests of Robinson (1994) for testing stochastic cycles in macroeconomic time series is proposed in this article. The tests have a standard limit distribution and are easy to implement in raw time series. A Monte Carlo experiment is conducted, studying the size and the...

Persistent link: https://www.econbiz.de/10010310250

Testing stochastic cycles in macroeconomic time series

Gil-Alaña, Luis A. - Sonderforschungsbereich 373, Quantifikation und … - 2000

Persistent link: https://www.econbiz.de/10010983811

Testing of nonstationary cycles in financial time series data

DePenya, F.; Gil-Alana, L. - In: Review of Quantitative Finance and Accounting 27 (2006) 1, pp. 47-65

that permits us to test unit root cycles in raw time series. The test has several distinguishing features compared with … against the appropriate (fractional) alternatives. In addition, it allows us to test unit root cycles at each of the …

Persistent link: https://www.econbiz.de/10005701320

Testing of Unit Root Cycles in the Swedish Economy

Gil-alana, Luis - In: Empirica 31 (2004) 4, pp. 333-344

Persistent link: https://www.econbiz.de/10005719049

Testing of Nonstationary Cycles in Financial Time Series Data

Peña, Javier De; Gil-Alana, Luis A. - School of Economics and Business Administration, … - 2003

, we use a procedure due to Robinson (1994) that permits us to test unit root cycles in raw time series. These tests have … Robinson (1994) allows us to test unit root cycles at each of the frequencies, and thus permits us to approximate the number of …

Persistent link: https://www.econbiz.de/10005583140