Persistence, cointegration, and aggregation: A disaggregated analysis of output fluctuations in the U.S. economy

Mohammad Pesaran, Richard Pierse and Kevin Lee (kevin.lee@nottingham.ac.uk)

Journal of Econometrics, 1993, vol. 56, issue 1-2, 57-88

Date: 1993
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Related works:
Working Paper: PERSISTENCE, COINTEGRATION AND AGGREGATION: A DISAGGREGATED ANALYSIS OF OUTPUT FLUCTUATIONS IN THE US ECONOMY (1990)
Working Paper: PERSISTENCE, COINTEGRATION AND AGGREGATION: A DISAGGREGATED ANALYSIS OF OUTPUT FLUCTUATIONS IN THE U.S. ECONOMY (1990)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:56:y:1993:i:1-2:p:57-88

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