International evidence on output persistence from postwar data
Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
Author(s)
Detail(s)
| Original language | English |
|---|---|
| Pages (from-to) | 435-441 |
| Journal / Publication | Economics Letters |
| Volume | 38 |
| Issue number | 4 |
| Publication status | Published - Apr 1992 |
| Externally published | Yes |
Link(s)
Abstract
This paper reports some international evidence on output persistence based on postwar data. Using fractional differencing analysis, we find evidence of fractional integration in output for the U.S. and U.K. but not for the other G-7 countries, implying that these two countries show much less persistence in output fluctuations than the others. © 1992.
Citation Format(s)
International evidence on output persistence from postwar data. / Cheung, Yin-Wong; Lai, Kon S.
In: Economics Letters, Vol. 38, No. 4, 04.1992, p. 435-441.Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
