Further evidence regarding nonlinear trend reversion of real GDP and the CPI

C-Tier
Journal: Economics Letters
Year: 2011
Volume: 112
Issue: 1
Pages: 56-59

Authors (2)

Shelley, Gary L. (not in RePEc) Wallace, Frederick H.

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This paper examines whether the CPI and real GDP for the US exhibit nonlinear reversion to trend as recently concluded by Beechey and Österholm [Beechey, M. and Österholm, P., 2008. Revisiting the uncertain unit root in GDP and CPI: testing for nonlinear trend reversion. Economics Letters 100, 221-223]. The wild bootstrap is used to correct for non-normality and heteroscedasticity in a nonlinear unit root test. The use of 'wild bootstrapped' critical values affects test conclusions in some cases. Results also are sensitive to the sample period examined.

Technical Details

RePEc Handle
repec:eee:ecolet:v:112:y:2011:i:1:p:56-59
Journal Field
General
Author Count
2
Added to Database
2026-01-29