Deterministic, Stochastic, and Segmented Trends in Aggregate Output: A Cross-Country Analysis.

C-Tier
Journal: Oxford Economic Papers
Year: 1996
Volume: 48
Issue: 1
Pages: 134-62

Score contribution per author:

0.505 = (α=2.02 / 2 authors) × 0.5x C-tier

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

Abstract

This paper examines whether output per capita in 126 countries is better described as trend or difference stationary, using appropriate finite-sample critical values. Depending upon whether one uses solely a test with a trend stationary null, or solely one with a difference stationary null, very different conclusions are obtained. This outcome suggests that it is useful to consider the tests complementary, rather than competing. The authors find that, when a definite characterization of GDP can be made, it is very likely to indicate a difference stationary process. However, the likelihood of making definite conclusions does vary positively with both income level and data quality. Copyright 1996 by Royal Economic Society.

Technical Details

RePEc Handle
repec:oup:oxecpp:v:48:y:1996:i:1:p:134-62
Journal Field
General
Author Count
2
Added to Database
2026-01-25