NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots

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

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