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Non-stationarity Tests in Macroeconomic Time Series

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New Trends in Macroeconomics

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.

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Authors and Affiliations

  1. Faculty of Law and Economics, CERESUR, University of La Réunion, 15 Avenue René Cassin, BP 7151, 97715, Saint Denis Mess cedex 9, France

    Olivier Darné

  2. Faculty of Economics and Management, BETA-CNRS, University Louis Pasteur of Strasbourg, 61 avenue de la Forêt Noire, 67085, Strasbourg Cedex, France

    Claude Diebolt

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  1. Olivier Darné
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Editors and Affiliations

  1. BETA/CNRS, Faculty of Economics, University of Strasbourg I, 61 Avenue de la Forêt Noire, 67085, Strasbourg Cedex, France

    Claude Diebolt (Directeur de Recherche au CNRS) (Directeur de Recherche au CNRS)

  2. Department of Economics, University of Macedonia, Egnatia Street 156, 54006, Thessaloniki, Greece

    Catherine Kyrtsou

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Darné, O., Diebolt, C. (2005). Non-stationarity Tests in Macroeconomic Time Series. In: Diebolt, C., Kyrtsou, C. (eds) New Trends in Macroeconomics. Springer, Berlin, Heidelberg. https://doi.org/10.1007/3-540-28556-3_9

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