International evidence on output persistence from postwar data

Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalNot applicablepeer-review

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Author(s)

Detail(s)

Original languageEnglish
Pages (from-to)435-441
Journal / PublicationEconomics Letters
Volume38
Issue number4
StatePublished - Apr 1992
Externally publishedYes

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 journalNot applicablepeer-review