Testing stochastic cycles in macroeconomic time series

@inproceedings{GilAlana2000TestingSC,
  title={Testing stochastic cycles in macroeconomic time series},
  author={Luis A. Gil-Alana},
  year={2000}
}
A particular version of the tests of Robinson (1994) for testing stochastic cycles in macroeconomic time series is proposed in this article. The tests have a standard limit distribution and are easy to implement in raw time series. A Monte Carlo experiment is conducted, studying the size and the power of the tests against different alternatives, and the… CONTINUE READING