TRENDS AND RANDOM-WALKS IN MACROECONOMIC TIME-SERIES - SOME EVIDENCE AND IMPLICATIONS

被引：2407

作者：

NELSON, CR ^{[1
]}

PLOSSER, CI ^{[1
]}

机构：

[1] UNIV ROCHESTER,ROCHESTER,NY 14627

来源：

JOURNAL OF MONETARY ECONOMICS | 1982年 / 10卷 / 02期

关键词：

D O I：

10.1016/0304-3932(82)90012-5

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：139 / 162

页数：24

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