Are G7 per capita real GDP levels non-stationary, 1870–2001?

Narayan, Paresh Kumar 2007, Are G7 per capita real GDP levels non-stationary, 1870–2001?, Japan and the world economy, vol. 19, no. 3, pp. 374-379.

Attached Files
Name Description MIMEType Size Downloads

Title Are G7 per capita real GDP levels non-stationary, 1870–2001?
Author(s) Narayan, Paresh Kumar
Journal name Japan and the world economy
Volume number 19
Issue number 3
Start page 374
End page 379
Publisher Elsevier B.V.
Place of publication Amsterdam, The Netherlands
Publication date 2007-08
ISSN 0922-1425
Keyword(s) Lagrange multiplier unit root test
Summary In this paper we examine whether or not G7 per capita income can be classified as a stationary process using data for over a century. The unit root null hypothesis is tested using the recently developed Lagrange multiplier test which allows for at most two structural breaks. We are able to reject the unit root null hypothesis for all the countries at the 5 percent level or better, except for Italy and Germany.
Language eng
Field of Research 140202 Economic Development and Growth
HERDC Research category C1.1 Refereed article in a scholarly journal
Copyright notice ©2006, Elsevier B.V.
Persistent URL http://hdl.handle.net/10536/DRO/DU:30018625

Document type: Journal Article
Collection: School of Accounting, Economics and Finance
Connect to link resolver
 
Unless expressly stated otherwise, the copyright for items in DRO is owned by the author, with all rights reserved.

Versions
Version Filter Type
Citation counts: TR Web of Science Citation Count  Cited 2 times in TR Web of Science
Scopus Citation Count Cited 4 times in Scopus
Google Scholar Search Google Scholar
Access Statistics: 356 Abstract Views, 0 File Downloads  -  Detailed Statistics
Created: Thu, 10 Sep 2009, 09:51:04 EST by Leanne Swaneveld

Every reasonable effort has been made to ensure that permission has been obtained for items included in DRO. If you believe that your rights have been infringed by this repository, please contact drosupport@deakin.edu.au.