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Unit Root Investigation of Greek Real Money Supply and GDP

Christos Karpetis, Erotokritos Varelas and Spyros Zikos

International Advances in Economic Research, 2006, vol. 12, issue 4, 449-460

Abstract: 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)
Date: 2006
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DOI: 10.1007/s11294-006-9039-x

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International Advances in Economic Research is currently edited by Katherine S. Virgo

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Handle: RePEc:kap:iaecre:v:12:y:2006:i:4:p:449-460:10.1007/s11294-006-9039-x