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Tag: Fourier Dickey-Fuller unit root test

April 9, 2022

Assessing debt stationarity and sustainability in the longer run

Thanks to various Fourier DF unit root tests, time-varying fiscal reaction functions and threshold regressions, this study examines the stationarity and the sus...

February 21, 2022

Is R&D intensity stationary?

Our paper is now published in Applied Economics:https://doi.org/10.1080/00036846.2022.2038776 This paper was written last year with Yifei Cai. It was a really n...

July 13, 2021

Fourier DF unit root test for R&D intensity of G7 countries

To take a simple example, consider the production of the latest bestselling novel, the hottest-selling computer game, or the new Volkswagen Beetle. To produce t...

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