Unit Root Investigation of Greek Real Money Supply and GDP
Erotokritos Varelas and
International Advances in Economic Research, 2006, vol. 12, issue 4, 449-460
In this article, the time series of Greek real GDP and real money supply are investigated for the presence of a unit root, allowing for maximum two breaks which take place at an unknown point in time. This methodology is preferred to conventional Dickey & Fuller tests because the covered time horizon, namely from 1858 to 1938, is characterized by a number of very important events, the nature of which is either economic or historical. In addition, time series stationarity is checked through a Kwiatkowski, Phillips, Schmidt, and Shin (KPSS) test. Copyright IAES 2006
Keywords: C12; C13; C22; C52 (search for similar items in EconPapers)
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Persistent link: https://EconPapers.repec.org/RePEc:kap:iaecre:v:12:y:2006:i:4:p:449-460:10.1007/s11294-006-9039-x
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