Charles Nelson

Chris Murray

English

Research Papers in Economics

1989a, “Tests for Unit Roots: A Monte Carlo

A Consistent Test for a Unit Root,”

A New Approach to Decomposition of Economic Time Series into Permanent and Transitory Components with Particular Attention to Measurement of the Business Cycle,&quot;

Confidence intervals for the largest autoregressive root in U.S. macroeconomic time series,”

Department of Commerce.22 Zivot, Eric

Distribution of the estimators for autoregressive time series with a unit root,”

Dynamic Linear Models with Markov Switching,”

Effects of model specification on tests for unit roots in macroeconomic data,”

Efficient tests for an autoregressive unit root,”

Estimating the Dimension of a Model,”

Estimation and Inference in Econometrics,

Further investigation of the uncertain unit root in

Gross national product in the United States 1834-1909,”

Heteroskedasticity and autocorrelation consistent covariance matrix estimation,”

How Big Is the Random Walk in

Is there a trend break in U.S. GNP? A macroeconomic perspective,”

Judging Instrument Relevance in Instrumental Variables Estimation,” unpublished paper, Federal Reserve Board.

Long-run PPP may not hold after all,”

Monitoring the World Economy 1820-1992,

National Product Since 1869,

Pitfalls and opportunities: What macroeconomists should know about unit roots,”

Productivity Trends in the United States,

Recursive and Sequential Tests of the Unit-Root and Trend-Break Hypotheses: Theory and International Evidence,”

Shifting trends, segmented trends, and infrequent permanent shocks,”

Testing for a unit root in time series regression,”

Testing for a unit root in time series with pretest data-based model selection,”

The cyclical component of U.S. economic activity,”

The Effects of Additive Outliers on Tests for Unit Roots and

The great crash, the oil price shock, and the unit root hypothesis,”

The great wars, the great crash, and steady state growth: Some new evidence about an old stylized fact,”

The Jobless Recovery: Does It Signal a New Era of Productivity-led Growth?,”

The prewar business cycle reconsidered, new estimates of gross national product 1869-1908,”

The prewar business cycle reconsidered: new estimates of gross national product 1869-1908,”

The uncertain unit root in real

The Uncertain Unit Root in Real GNP:

Time Series Analysis,

Time Series Analysis: Forecasting and Control, Holden-Day,

Trend Stationarity in Annual U.S. RGDP? A Reeximination of Recent Evidence,” Univ. of Washington.

Trends and random walks in macroeconomic time series:

Trends and random walks in macroeconomic time series:Some Evidence and Implications,&quot;

Unit root tests in ARMA models with data-dependent methods for the selection of the truncation lag,”

Why does stock market volatility change over time?,”

The Uncertain Trend in U.S. GDP

http://www.econ.washington.edu/user/cnelson/UNCERT_web.pdf

The Uncertain Trend in U.S. GDP

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Research Papers in Economics