1 resultado para 940
em Repositório digital da Fundação Getúlio Vargas - FGV
Filtro por publicador
- Acceda, el repositorio institucional de la Universidad de Las Palmas de Gran Canaria. España (1)
- AMS Campus - Alm@DL - Università di Bologna (1)
- AMS Tesi di Dottorato - Alm@DL - Università di Bologna (3)
- AMS Tesi di Laurea - Alm@DL - Università di Bologna (3)
- Andina Digital - Repositorio UASB-Digital - Universidade Andina Simón Bolívar (1)
- Aquatic Commons (2)
- ArchiMeD - Elektronische Publikationen der Universität Mainz - Alemanha (2)
- Archive of European Integration (5)
- Biblioteca Digital da Produção Intelectual da Universidade de São Paulo (10)
- Biblioteca Digital da Produção Intelectual da Universidade de São Paulo (BDPI/USP) (7)
- Biblioteca Digital de Artesanías de Colombia (1)
- Biblioteca Digital de la Universidad Católica Argentina (1)
- Biblioteca Digital de Teses e Dissertações Eletrônicas da UERJ (1)
- Bibloteca do Senado Federal do Brasil (1)
- BORIS: Bern Open Repository and Information System - Berna - Suiça (627)
- Boston University Digital Common (1)
- Cámara de Comercio de Bogotá, Colombia (1)
- Cambridge University Engineering Department Publications Database (7)
- CentAUR: Central Archive University of Reading - UK (20)
- Chinese Academy of Sciences Institutional Repositories Grid Portal (65)
- Cochin University of Science & Technology (CUSAT), India (2)
- Comissão Econômica para a América Latina e o Caribe (CEPAL) (6)
- Dalarna University College Electronic Archive (2)
- Deakin Research Online - Australia (7)
- DI-fusion - The institutional repository of Université Libre de Bruxelles (1)
- Digital Peer Publishing (26)
- Digital Repository at Iowa State University (1)
- DigitalCommons@University of Nebraska - Lincoln (2)
- Digitale Sammlungen - Goethe-Universität Frankfurt am Main (3)
- Duke University (2)
- eResearch Archive - Queensland Department of Agriculture; Fisheries and Forestry (1)
- Gallica, Bibliotheque Numerique - Bibliothèque nationale de France (French National Library) (BnF), France (11)
- Greenwich Academic Literature Archive - UK (1)
- Helda - Digital Repository of University of Helsinki (2)
- Indian Institute of Science - Bangalore - Índia (12)
- Instituto Politécnico do Porto, Portugal (1)
- Lume - Repositório Digital da Universidade Federal do Rio Grande do Sul (3)
- Ministerio de Cultura, Spain (15)
- Plymouth Marine Science Electronic Archive (PlyMSEA) (2)
- Portal de Revistas Científicas Complutenses - Espanha (2)
- Publishing Network for Geoscientific & Environmental Data (4)
- QUB Research Portal - Research Directory and Institutional Repository for Queen's University Belfast (17)
- Queensland University of Technology - ePrints Archive (21)
- ReCiL - Repositório Científico Lusófona - Grupo Lusófona, Portugal (1)
- Repositório digital da Fundação Getúlio Vargas - FGV (1)
- Repositório Digital da UNIVERSIDADE DA MADEIRA - Portugal (1)
- REPOSITORIO DIGITAL IMARPE - INSTITUTO DEL MAR DEL PERÚ, Peru (2)
- Repositorio Institucional de la Universidad Nacional Agraria (2)
- Repositório Institucional UNESP - Universidade Estadual Paulista "Julio de Mesquita Filho" (56)
- RUN (Repositório da Universidade Nova de Lisboa) - FCT (Faculdade de Cienecias e Technologia), Universidade Nova de Lisboa (UNL), Portugal (2)
- School of Medicine, Washington University, United States (1)
- Universidad del Rosario, Colombia (7)
- Universidade Federal do Pará (5)
- Universidade Federal do Rio Grande do Norte (UFRN) (3)
- Universitat de Girona, Spain (1)
- Universitätsbibliothek Kassel, Universität Kassel, Germany (3)
- Université de Lausanne, Switzerland (3)
- Université de Montréal (1)
- Université de Montréal, Canada (3)
- University of Michigan (1)
- University of Queensland eSpace - Australia (1)
- Worcester Research and Publications - Worcester Research and Publications - UK (1)
Resumo:
While it is recognized that output fuctuations are highly persistent over certain range, less persistent results are also found around very long horizons (Conchrane, 1988), indicating the existence of local or temporary persistency. In this paper, we study time series with local persistency. A test for stationarity against locally persistent alternative is proposed. Asymptotic distributions of the test statistic are provided under both the null and the alternative hypothesis of local persistency. Monte Carlo experiment is conducted to study the power and size of the test. An empirical application reveals that many US real economic variables may exhibit local persistency.