Some univariate time series properties of output

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Borradores de Economía; No. 100
Date published
1998-08-06
Date of last update
1998-08-06
Author
Arango-Thomas, Luis Eduardo
Document language
spa
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Las opiniones contenidas en el presente documento son responsabilidad exclusiva de los autores y no comprometen al Banco de la República ni a su Junta Directiva.
Abstract
This paper deals with the size of the random walk property of Colombia´s output in two periods 1925-1994 and 1950-1994. GDP and GDPPC were both found to be integrated of order one a result which is very well known. The sequences are highly persistent, spe
JEL Codes
C22 - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion processesE23 - Production
Subject
Unidad de raíces ; Persistencia ; Función logística ; Modelos ESTAR y LSTAR. ;
Keywords
Some univariate time series properties of output ;
URI
https://repositorio.banrep.gov.co/handle/20.500.12134/5021
https://hdl.handle.net/20.500.12134/5021
https://doi.org/10.32468/be.100
https://ideas.repec.org/p/bdr/borrec/100.html
https://ideas.repec.org/p/col/000094/003516.html
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This work is licensed under a Creative Commons Reconocimiento-NoComercial 4.0.This document has been deposited by the author (s) under the following certificate of deposit