文章基本信息

标题：Unit roots in macroeconomic time series: theory, implications, and evidence
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作者：Gilberto Libânio
期刊名称：Revista Catalana de Dret Ambiental
电子版ISSN：2014-038X
出版年度：2009
卷号：15
期号：3
语种：Portuguese
出版社：La Generalitat de Catalunya & Universitat Rovira i Virgili
摘要：The theme of unit roots in macroeconomic time series has received a great amount of theoretical and applied research in the last two decades. This paper presents some of the main issues regarding unit root tests, explores some of the implications for macroeconomic theory and policy, and reviews the recent evidence on the presence of unit roots in GDP series for Latin American countries. We conclude that a consensual view on many of the aspects involved has not emerged from this literature.
关键词：time-series models, unit roots;modelos de séries temporais, raízes unitárias,