Perron and Wada(2009)
Posted: Thu Jun 14, 2012 10:34 amThis is a replication for Perron and Wada(2009), "Let’s take a break: Trends and cycles in US real GDP", Journal of Monetary Economics, vol 56, 749-765. This uses the same data and uses the same basic model as Morley, Nelson and Zivot(2003) (http://www.estima.com/forum/viewtopic.php?f=8&t=1503), but adds a shift in the trend rate.
pw_jme_2009.rpf- Program file
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- lgdp.txt
- Data file
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