Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots

Campbell, John Y; Perron, Pierre

Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots

(1886 K)

John Y. Campbell, Pierre Perron

Chapter in NBER book NBER Macroeconomics Annual 1991, Volume 6 (1991), Olivier Jean Blanchard and Stanley Fischer, editors (p. 141 - 220)
Conference held March 8-9, 1991
Published in January 1991 by MIT Press
in NBER Book Series NBER Macroeconomics Annual

This chapter first appeared as Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots, John Y. Campbell, Pierre Perron

This paper is available as PDF (1886 K) or via email.

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Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots

John Y. Campbell, Pierre Perron

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