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EconPapers FAQ Archive maintainers FAQ Cookies at EconPapers Format for printing The RePEc blog The RePEc plagiarism page Se Busca una Raíz Unitaria: Evidencia para ChileRomulo Chumacero (Obfuscate( 'gmail.com', 'rchumacero' ))Working Papers Central Bank of Chile from Central Bank of ChileAbstract:This paper presents compelling evidence against the null hypothesis of a unit root in series such IMACEC, consumption or GDP for the Chilean economy. This evidence builds on results derived by Chumacero (2000) that show that when the scale variable is difference stationary, the returns on assets should present a behavior that is not supported by the data. Thus, care should be taken when using econometric models that impose unit roots based on traditional tests.Date: 2000-12New Economics Papers: this item is included in nep-pkeReferences: View references in EconPapers View complete reference list from CitEc Citations: View citations in EconPapers (5) Track citations by RSS feedDownloads: (external link) -trabajo/pdf/dtbc86.pdf (application/pdf)Related works:Journal Article: Se busca una raíz unitaria: evidencia para Chile (2000) This item may be available elsewhere in EconPapers: Search for items with the same title.Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/TextPersistent link: :chb:bcchwp:86Access Statistics for this paperMore papers in Working Papers Central Bank of Chile from Central Bank of Chile Contact information at EDIRC.Bibliographic data for series maintained by Alvaro Castillo (Obfuscate( 'bcentral.cl', 'dtbc' )). var addthis_config = "data_track_clickback":true; var addthis_share = url:" :chb:bcchwp:86"Share This site is part of RePEc and all the data displayed here is part of the RePEc data set. Is your work missing from RePEc? Here is how to contribute. Questions or problems? Check the EconPapers FAQ or send mail to Obfuscate( 'oru.se', 'econpapers' ). EconPapers is hosted by the Örebro University School of Business.
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