COMPLEX UNIT ROOTS AND BUSINESS CYCLES: ARE THEY REAL?

B-Tier
Journal: Econometric Theory
Year: 2001
Volume: 17
Issue: 5
Pages: 962-983

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

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

Abstract

In this paper the asymptotic properties of ARMA processes with complex-conjugate unit roots in the AR lag polynomial are studied. These processes behave quite differently from regular unit root processes (with a single root equal to one). In particular, the asymptotic properties of a standardized version of the periodogram for such processes are analyzed, and a nonparametric test of the complex unit root hypothesis against the stationarity hypothesis is derived. This test is applied to the annual change of the monthly number of unemployed in the United States to see whether this time series has complex unit roots in the business cycle frequencies.

Technical Details

RePEc Handle
repec:cup:etheor:v:17:y:2001:i:05:p:962-983_17
Journal Field
Econometrics
Author Count
1
Added to Database
2026-01-24