Article ID Journal Published Year Pages File Type
5060831 Economics Letters 2011 4 Pages PDF
Abstract
► A wild bootstrapped nonlinear test fails to reject a unit root in the US CPI. ► Nonlinear unit root test results for real GDP are sensitive to sample period. ► Non-normality can affect nonlinear KSS test results. ► ARCH can affect nonlinear KSS test results.
Keywords
Related Topics
Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
Preview
Further evidence regarding nonlinear trend reversion of real GDP and the CPI
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