The impact of vintage on the persistence of gross domestic product shocks

被引:0
|
作者
Macaro, Christian [1 ]
机构
[1] Univ Roma Tor Vergata, Fac Econ, I-00133 Rome, Italy
关键词
revisions; GDP; long memory;
D O I
10.1016/j.econlet.2007.05.007
中图分类号
F [经济];
学科分类号
02 ;
摘要
This paper aims to demonstrate that the data revision process affects the persistence of gross domestic product shocks. Results will contribute to the debate between unit root and linear models. (c) 2007 Elsevier B.V. All rights reserved.
引用
收藏
页码:301 / 308
页数:8
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