THE GREAT CRASH, THE OIL PRICE SHOCK, AND THE UNIT ROOT HYPOTHESIS

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PERRON P.

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Journal Paper

Paper Information

Journal: ECONOMETRICA Year:1989 | Volume:57 | Issue:6 Page(s): 1361-1401

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Information Journal Paper

Title

THE GREAT CRASH, THE OIL PRICE SHOCK, AND THE UNIT ROOT HYPOTHESIS

Author(s)

PERRON P. | Issue Writer Certificate

Keywords

Not Registered.

Abstract

Cites

ESTIMATING OUTPUT GAP AND THE EFFECTS ON INFLATION RATE IN IRAN
ROOTS OF INFLATION IN IRAN (1959-2007)
ESTIMATION OF PHILLIPS CURVE WITH REGRESSION MODELS OF SMOOTH TRANSITION
WHICH COUNTRIES' INCOME GAP IS ABOUT DECREASE? NEW EVIDENCES FROM PANEL UNIT ROOT TESTS WITH MULTIPLE ENDOGENOUS STRUCTURAL BREAKS
OIL PRICE VOLATILITY MODELING: A FRAME FOR MEASURING UNCERTAINTY INDEX USING THE ARIMA-GARCH MODEL
THE STUDY OF CARBON DIOXIDE EMISSIONS IN RELATION TO ECONOMIC GROWTH, ENERGY CONSUMPTION AND TRADE IN IRAN
VALIDITY OF WAGNER'S LAW AND THE KEYNESIAN VIEW FOR THE IRANIAN ECONOMY A TIME SERIES ANALYSIS
MONEY DEMAND AND SEIGNIORAGE IN IRAN: 1342-1386

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APA: Copy

PERRON, P.. (1989). THE GREAT CRASH, THE OIL PRICE SHOCK, AND THE UNIT ROOT HYPOTHESIS. ECONOMETRICA, 57(6), 1361-1401. SID. https://sid.ir/paper/590764/en

Vancouver: Copy

PERRON P.. THE GREAT CRASH, THE OIL PRICE SHOCK, AND THE UNIT ROOT HYPOTHESIS. ECONOMETRICA[Internet]. 1989;57(6):1361-1401. Available from: https://sid.ir/paper/590764/en

IEEE: Copy

P. PERRON, “THE GREAT CRASH, THE OIL PRICE SHOCK, AND THE UNIT ROOT HYPOTHESIS,” ECONOMETRICA, vol. 57, no. 6, pp. 1361–1401, 1989, [Online]. Available: https://sid.ir/paper/590764/en

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