Rare Events in the American GDP Time Series, 1790-Present: Fact or Artefact

Mohamed Chikhi and Claude Diebolt

MPRA Paper from University Library of Munich, Germany

Abstract: This paper studies the cyclical behaviour of the annual American Gross Domestic Product (GDP) series. We show that rare events have varied effects, which give useful information on the nature and the amplitude of economic shocks. Our methodology is, more precisely, an efficient testing procedure to control the robustness of historical time series constructions.

Keywords: Cliometrics; GDP; Historical Time Series; Outliers; USA. (search for similar items in EconPapers)
JEL-codes: B22 B23 C13 C22 C82 N11 N12 (search for similar items in EconPapers)
Date: 2010, Revised 2010
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Published in Cahiers du CREAD 92 (2010): pp. 25-41

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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:76210

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