Detail Testing for A Unit Root in Japanese GNP   Oleh:  Iwamoto, Yasushi ; Kobayashi, Hideyuki Jenis: Article from Bulletin/Magazine Dalam koleksi: JAPAN AND THE WORLD ECONOMY vol. 4 no. 1 (1992), page 17-38. Topik: gnp; unit root; japanese GNP Ketersediaan Perpustakaan Pusat (Semanggi) Nomor Panggil: JJ47.2 Non-tandon: 1 (dapat dipinjam: 0) Tandon: tidak ada     Lihat Detail Induk Isi artikel This paper tests for a unit root in Japanese GNP between 1955 and 1987, paying particular attention to the kink in the GNP time series. A careful examination of the kinked point shows that Japanese GNP has a unit root in samples both before and after the kinked point, in contrast to Takeuchi's (1987) research, which specified the kinked point a priori. In addition, fluctuations in GNP are caused mainly by permanent shocks ; transitory shocks play a minor role. Opini Anda Klik untuk menuliskan opini Anda tentang koleksi ini! Kembali

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