9 research outputs found
The decomposition of Greek real GDP (1858–1938)
Greek real GDP, Decomposition, Unit root, Null hypothesis, C12, C13, C22, C52,
Inflation persistence during periods of structural change: an assessment using Greek data
CPI inflation, Persistence, Structural change, E31, E37,
Unit Root Investigation of Greek Real Money Supply and GDP
In this article, the time series of Greek real GDP and real money supply are investigated for the presence of a unit root, allowing for maximum two breaks which take place at an unknown point in time. This methodology is preferred to conventional Dickey & Fuller tests because the covered time horizon, namely from 1858 to 1938, is characterized by a number of very important events, the nature of which is either economic or historical. In addition, time series stationarity is checked through a Kwiatkowski, Phillips, Schmidt, and Shin (KPSS) test. Copyright IAES 2006C12, C13, C22, C52,