The Impact of Vintage on the Persistence of Gross Domestic Product Shocks

Macaro Christian
CEIS Research Paper
This paper aims to demonstrate that the data revision process affects the persistence of gross domestic product shocks. Results will contribute to the debate between unit root and linear models.
Number: 101
Keywords: Revisions; GDP; Long memory
JEL codes: C22; C82; E30.
Date: Monday, May 21, 2007
Revision Date: Monday, May 21, 2007