Further evidence regarding nonlinear trend reversion of real GDP and the CPI

Gary L. Shelley; Frederick H. Wallace

doi:10.1016/j.econlet.2011.03.014

Further evidence regarding nonlinear trend reversion of real GDP and the CPI

Gary L. Shelley
, Frederick H. Wallace

Department of Economics and Finance

Pontifícia Universidad Católica del Perú

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	56-59
Number of pages	4
Journal	Economics Letters
Volume	112
Issue number	1
DOIs	https://doi.org/10.1016/j.econlet.2011.03.014
State	Published - Jul 2011

ASJC Scopus Subject Areas

Finance
Economics and Econometrics

Keywords

Non-normality
Nonlinear unit root test
Wild bootstrap

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10.1016/j.econlet.2011.03.014

Cite this

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KW - Nonlinear unit root test

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Further evidence regarding nonlinear trend reversion of real GDP and the CPI

ASJC Scopus Subject Areas

Keywords

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