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Cited by 2,035Monetary Policy and Economic ImpactUnemployment and Economic GrowthDiverse Scientific and Economic Studies

The DOI matches its Crossref record.

Further evidence on breaking trend functions in macroeconomic variables

Perron, Pierre·1997·Journal of Econometrics
DOI 10.1016/s0304-4076(97)00049-3
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Crossref · 10.1016/s0304-4076(97)00049-3

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Research works printed but not linked: 16

  1. Banerjee, 1992, Recursive and sequential tests of the unit root and trend break hypothesis: theory and international evidence, Journal of Business and Economic Statistics, 10, 271, 10.2307/1391542 · DOI
  2. Campbell, 1989, International evidence on the persistence of economic fluctuations, Journal of Monetary Economics, 23, 319, 10.1016/0304-3932(89)90054-8 · DOI
  3. Christiano, 1992, Searching for breaks in GNP, Journal of Business and Economic Statistics, 10, 237, 10.2307/1391540 · DOI
  4. Dickey, 1979, Distribution of the estimators for autoregressive time series with a unit root, Journal of the American Statistical Association, 74, 427, 10.2307/2286348 · DOI
  5. Gregory, 1996, Residual-based tests for cointegration in models with regime shifts, Journal of Econometrics, 70, 10.1016/0304-4076(69)41685-7 · DOI
  6. Hall, 1994, Testing for a unit root in time series with pretest data based model selection, Journal of Business and Economic Statistics, 12, 461, 10.2307/1392214 · DOI
  7. Nelson, 1982, Trends and random walks in macroeconomic time series, Journal of Monetary Economics, 10, 139, 10.1016/0304-3932(82)90012-5 · DOI
  8. Ng, 1995, Unit root tests in ARMA models with data dependent methods for the selection of the truncation lag, Journal of the American Statistical Association, 90, 268, 10.2307/2291151 · DOI
  9. Perron, 1989, The Great Crash, the oil price shock and the unit root hypothesis, Econometrica, 57, 1361, 10.2307/1913712 · DOI · Paper page
  10. Perron, 1991, Test consistency with varying sampling frequency, Econometric Theory, 7, 341, 10.1017/S0266466600004503 · DOI
  11. Perron, 1992, Nonstationarity and level shifts with an application to purchasing power parity, Journal of Business and Economic Statistics, 10, 301, 10.2307/1391544 · DOI
  12. Perron, 1993, A note on the asymptotic distributions of unit root tests in the additive outlier model with breaks, Revista de Econometria, 8, 181
  13. Perron, 1993, The Great Crash, the oil price shock and the unit root hypothesis: Erratum, Econometrica, 61, 248, 10.2307/2951792 · DOI
  14. Press, 1986
  15. Said, 1984, Testing for unit roots in autoregressive — moving average models of unknown order, Biometrika, 71, 599, 10.1093/biomet/71.3.599 · DOI
  16. Zivot, 1992, Further evidence on the Great Crash, the oil price shock and the unit root hypothesis, Journal of Business and Economic Statistics, 10, 251, 10.2307/1391541 · DOI

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Metadata

Authors
Perron, P.
Venue
Journal of Econometrics
Publisher
Elsevier BV
Published
1997-10
Volume
80
Issue
2
Pages
355-385
ISSN
0304-4076 (ISSN-L)
DOI
10.1016/s0304-4076(97)00049-3
OpenAlex
W2078955346
Cited by
2,035
References
0
Citations by year
2026: 31 · 2025: 42 · 2024: 58 · 2023: 68 · 2022: 59 · 2021: 71 · 2020: 76 · 2019: 81 · 2018: 80 · 2017: 102 · 2016: 87 · 2015: 103 · 2014: 91 · 2013: 100 · 2012: 116
FWCI
51.14
Type
journal article
Language
en
Open access
closed
Licence
www.elsevier.com/tdm/userlicense/1.0/ (tdm)
Locations
  • Journal of Econometrics (publishedVersion)
  • RePEc: Research Papers in Economics (submittedVersion)
  • Papyrus : Institutional Repository (Université de Montréal) (submittedVersion)
Topics
  • Social Sciences › Economics, Econometrics and Finance › General Economics, Econometrics and Finance › Monetary Policy and Economic Impact
  • Social Sciences › Economics, Econometrics and Finance › Economics and Econometrics › Unemployment and Economic Growth
  • Social Sciences › Economics, Econometrics and Finance › Economics and Econometrics › Diverse Scientific and Economic Studies
Keywords
structural breaks, trend function, deterministic trend, asymptotic distribution, finite sample distribution, sequential testing, real GNP, G7 countries, macroeconomic time series

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