Work

An Empirical Investigation of Shock Persistence in Economic Time Series*

Year: 1995

Type: article

Abstract: Whether or not shocks persist has important implications in economics. An empirical study investigates this issue for key Australian and US macroeconomic time series. The existence of persistence is investigated by unit root tests and its magnitude estimated by recently proposed techniques. Results from these different approaches are compared.

Source: Economic Record

DOI: 10.1111/j.1475-4932.1995.tb01881.x

Authors: GEETHA MAYADUNNE, MERRAN EVANS, BRETT INDER

Institution: Monash University

Language: English

Topic: Monetary Policy and Economic Impact

Subfield: General Economics, Econometrics and Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2168489201

FWCI: 2.119

Cites: 34

Cited by: 15

Related to: 10