Is real GDP stationary? Evidence from a panel unit root test with cross-sectional dependence and historical data

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RECERCAT Home > Universitat Rovira i Virgili > Departament d'Economia > Documents de treball del Departament d'Economia > View document

Use this identifier to quote or link this document: http://hdl.handle.net/2072/181404

dc.contributor	Universitat Rovira i Virgili. Departament d'Economia
dc.contributor	Universitat Rovira i Virgili. Centre de Recerca en Economia Industrial i Economia Pública
dc.contributor.author	Aslanidis, Nektarios
dc.contributor.author	Fountas, Stilianos
dc.date.accessioned	2012-03-12T16:50:39Z
dc.date.available	2012-03-12T16:50:39Z
dc.date.created	2012
dc.date.issued	2012
dc.identifier.uri	http://hdl.handle.net/2072/181404
dc.format.extent	10 p.
dc.language.iso	eng
dc.publisher	Universitat Rovira i Virgili. Departament d'Economia
dc.relation.ispartofseries	Documents de treball del Departament d'Economia;2012-02
dc.rights	info:eu-repo/semantics/openAccess
dc.rights	L'accés als continguts d'aquest document queda condicionat a l'acceptació de les condicions d'ús establertes per la següent llicència Creative Commons: http://creativecommons.org/licenses/by-nc-nd/3.0/es/
dc.source	RECERCAT (Dipòsit de la Recerca de Catalunya)
dc.subject.other	Producte Interior Brut
dc.title	Is real GDP stationary? Evidence from a panel unit root test with cross-sectional dependence and historical data
dc.type	info:eu-repo/semantics/workingPaper
dc.subject.udc	33 - Economia
dc.embargo.terms	cap
dc.description.abstract	We use historical data that cover more than one century on real GDP for industrial countries and employ the Pesaran panel unit root test that allows for cross-sectional dependence to test for a unit root on real GDP. We find strong evidence against the unit root null. Our results are robust to the chosen group of countries and the sample period. Key words: real GDP stationarity, cross-sectional dependence, CIPS test. JEL Classification: C23, E32

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