Bianchi, Marco
(1990)
On the Persistence of Economic Fluctuations: Further Evidence From a Classical Nonparametric Approach.
Bologna:
Dipartimento di Scienze economiche DSE,
p. 17.
DOI 10.6092/unibo/amsacta/5271.
In: Quaderni - Working Paper DSE
(94).
ISSN 2282-6483.
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Abstract
The paper presents a nonparametric approach, based on kernel density estimators, to assess and compare persistence of output fluctuations in Belgium, Canada, France, Germany, Italy, Japan, the United Kingdom and the Unated States. The results obtained are interpreted to be compatible in general with those already derived from the literature, but with some advantages in terms of very easy computation and economic interpretation.
Abstract