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| Author: | Metz, R. |
| Title: | Über die Stochastische Struktur langfristiger Wachstumschwankungen = About stochastic structure of long-lasting growth-changes |
| Journal: | IFO-Studien
1992 : No.2, p. 173-194 |
| Index terms: | TIME SERIES STATISTICAL METHODS GROWTH CHANGE |
| Language: | ger |
| Abstract: | The methods of testing historical time series for the presence of a stochastic growth component are illustrated: the Augmented Dickey-Fuller and the Perron-Test which allows for a trend-break. The results for the Gross Domestics Product per capita in Germany from 1850-1990 obtained by both tests indicate presence of a stochastic growth component. However, a thorough discussion of the implications of these tests shows that the results ought to be handled with caution. |
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