The Impact of Vintage on the Persistence of Gross Domestic Product Shocks

Christian Macaro ()
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Christian Macaro: Faculty of Economics, Tor Vergata University.

CEIS Research Paper from Tor Vergata University, CEIS

Abstract: This paper aims to demonstrate that the data revision process affects the persistence of gross domestic product shocks. Results will contribute to the debate between unit root and linear models.

Keywords: Revisions; GDP; Long memory (search for similar items in EconPapers)
JEL-codes: C22 C82 E30 (search for similar items in EconPapers)
Pages: 11
Date: 2007-05-21
New Economics Papers: this item is included in nep-mac
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Persistent link: https://EconPapers.repec.org/RePEc:rtv:ceisrp:101

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