Non-stationarity Tests in Macroeconomic Time Series

Olivier Darné and Claude Diebolt

A chapter in New Trends in Macroeconomics, 2005, pp 173-194 from Springer

Abstract: Summary This paper presents a selective survey of the literature on non-stationarity tests, namely standard and efficient unit root tests and stationarity tests, with or without structural changes. We also present the direct relation between non-stationarity tests and four economic theories, such as business cycles, hysteresis, purchasing power parity and convergence.

Keywords: Unit root tests; Stationarity tests; Breaks; Business cycles; Hysteresis; Purchasing power parity; Convergence (search for similar items in EconPapers)
Date: 2005
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Working Paper: Non-stationarity Tests in Macroeconomic Time Series (2005)
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DOI: 10.1007/3-540-28556-3_9

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