Trending time series and macroeconomic activity: Some present and future challenges

Authors
Phillips, PCB
Citation
Pcb. Phillips, Trending time series and macroeconomic activity: Some present and future challenges, J ECONOMET, 100(1), 2001, pp. 21-27
Citations number
16
Categorie Soggetti
Economics
Journal title
JOURNAL OF ECONOMETRICS
ISSN journal
03044076 → ACNP
Volume
100
Issue
1
Year of publication
2001
Pages
21 - 27
Database
ISI
SICI code
0304-4076(200101)100:1<21:TTSAMA>2.0.ZU;2-D
Abstract
Some challenges for econometric research on trending time series are discus sed in relation to some perceived needs of macroeconomics and macroeconomic policy making. (C) 2001 Elsevier Science S.A. All rights reserved. JEL cla ssification: C32; C53; E10.