Trending Time Series and Macroeconomic Activity: Some Present and Future Challenges

Peter Phillips

No 1264, Cowles Foundation Discussion Papers from Cowles Foundation for Research in Economics, Yale University

Abstract: Some challenges for econometric research on trending time are discussed in relation to some perceived needs of macroeconomics and macroeconomic policy making.

Keywords: Breaks; growth; policy intervention; production; trend mechanisms; unit roots (search for similar items in EconPapers)
JEL-codes: C32 C53 E10 (search for similar items in EconPapers)
Pages: 7 pages
Date: 2000-07
Note: CFP 914.
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Published in Journal of Econometrics (2001), 100(1): 21-26

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