Segmented Trends and Non-Stationary Time Series
Since the influential work of Charles R. Nelson and Charles Plosser (1982), many empirical studies have concluded that macroeconomic time series are difference stationary. This ...
Publications
1 shownFrequent Co-Authors
Researcher Info
- h-index
- 1
- Publications
- 1
- Citations
- 336
- Institution
- European University Institute
External Links
Impact Metrics
h-index
1
h-index: Number of publications with at least h citations each.