28 1 35 35 1 2003 35 2 3 4
29 1965 1998 35 1000 5 647 1960 6 35 7 8 2
30 10 2 2. 1 2. 2 2. 3 3 3. 1 3. 2 4 2 2 2. 1 9 1 2003 1 647 10 t π macro 1 1964 1998
31 t- π macro 7.21 0.12 t 31.3610.65 R 2 0.77 DW1.03 JB0.980.61 LM2.890.09 RESET 25.220.03 JB P - JBLM RESET 2DW- 1 π macro 7.16 0.12 t 20.357.01 t-0.473.07 R 2 0.81 DW1.60 π micro π micro 8.94 0.20 t 25.9111.88 R 2 0.80 DW0.93 JB1.310.52 LM0.490.48 RESET 22.350.14 DW- 1 π micro 8.95 0.20 t 15.687.45 t-0.533.37 R 2 0.85 DW1.38 0.2 0.12 t-
32 10 2 1.7 2. 2 1964 1998 35 1964 1970 10.1 70 80 4 5 1991 1998 1.2 GNP 1964 1970 5.780 7.990 1.91991 1998 0.4 11 35 CUSUM CUSUM 2 3 5 1970 Chow 1969 1993 p- 1 Chow 2 1970 1979 12 1971 1973 2 CUSUM
33 3 CUSUM 1971 1 CHOW P - 1973 10 1979 2 2 2 1964 1970 2 1970 1979 3 1979 1998 4 DW-1979 1998 1969 1970 1971 1972 1973 1974 1975 1976 1977 1978 1979 1980 1981 1982 1983 1984 1985 1986 1987 1988 1989 1990 1991 1992 1993 0.04 0.02 0.04 0.21 0.26 0.08 0.30 0.35 0.18 0.04 0.02 0.08 0.12 0.12 0.11 0.06 0.05 0.06 0.06 0.03 0.01 0.05 0.04 0.06 0.49 0.79 0.55 0.76 0.53 0.25 0.04 0.02 0.11 0.31 0.37 0.35 0.31 0.32 0.29 0.13 0.06 0.08 0.11 0.13 0.23 0.12 0.36 0.65 0.66 0.65 0.30 0.23 0.07 0.18 0.67 0.99 0.98 0.87 0.94 0.86 0.42 0.05 0.08 0.08 0.11 0.08 4 13 1964
34 10 2 2 2 1964 1970 3 21970 1979 t- t- t- t- R 2 DW 5.94 0.19 0.44 1.95 16.30 2.39 7.43 0.23 0.32 1.54 14.17 1.95 R 2 DW 7.06 0.11 0.05 1.66 6.40 1.20 8.54 0.19 0.13 1.57 5.69 1.53 P - P - P - P - JB LM RESET 2 0.71 0.07 1.51 0.70 0.79 0.29 0.88 0.81 2.29 0.64 0.37 0.20 JB LM RESET 2 0.93 0.09 1.73 0.63 0.77 0.23 0.26 0.24 3.08 0.88 0.63 0.12 4 R 2 DW 21979-1998 t- t- 8.93 0.18 0.85 0.96 19.72 11.23 10.47 0.28 0.82 0.98 14.47 9.45 P - P - JB LM RESET 2 0.61 0.21 0.00 0.74 0.65 0.97 0.98 1.34 0.23 0.61 0.25 0.64 1970 60 1970 1979 70 1979 1998 8090 2 60 10 10.1 57 3 70 10 p- 0.26 0.17 0.05 0.13 70 1 70 4 80 90 0.8 14 1 0.18
35 0.28 8090 2. 3 π meta 3 1 35 10 15 35 16 2 3 35 17 4 11964 1980 1990 2 1
36 10 2 4 1964 1998 1964 1998 647 18 60 70 60 70 35 60 70 8090 80 2 19 π meta 1.73 0.08 t 10.019.58 R 2 0.73 DW1.00 JB7.520.02 LM0.110.74 RESET 20.020.90 0.01 1964 1998 35 0.08 CUSUM
37 5 CUSUM 5 1 Chow 1989 1964 1989 1989 1998 1964 1989 π meta 1.69 0.08 t 6.724.86 0.392.17 R 2 0.70 DW1.87 1989 1998 π meta 6.76 0.25 t 2.702.92 0.531.49 R 2 0.59 DW0.82 1980 1990 1990 20 1980 0.08 1990 0.25
38 10 2 3 3. 1 1 2 IT 3 4
39 5 6 21 3 22 23 24 25 26
40 10 2 Learning by doing 27 GNP
41 28 NEEDS-CDROM 6 GNP GNP GNP 6 1970 GNP 68 SNA 29 GNP 68 SNA GNP 3 GNP 30 225 GNP
42 10 2 5 P - Dickey-Fuller Phillips-Perron 0.04 0.16 0.59 0.27 0.45 0.14 0.40 0.61 0.17 1.00 0.09 0.92 0.40 0.93 0.12 0.34 0.28 0.83 1 Dickey-Fuller Phillips-Perron 0.01 0.03 0.00 0.00 0.31 0.01 0.05 0.02 0.02 0.17 0.00 0.03 0.09 0.01 0.05 0.16 0.04 GNP 6 p- p- r0 r1 r2 r3 64.18 28.77 11.99 2.64 0.00 0.18 0.30 76.50 38.41 15.79 5.06 0.06 0.55 0.85 0.84 r 3 31 DI 5 6 3. 2
43 π meta 0.49 0.12 GR 0.05 i 3.60 D 1.503.661.573.33 R 2 0.72 GR GNP i D t- t- 12 2 t- π meta 0.15 0.09 GR 3 0.05 i 30.40 RES 1 1.912.58 1.92 2.22 R 2 0.31 DW1.52 LM0.220.64 JB2.220.33 RESET 20.130.72 CHOW0.290.88 32 3 3 RES 1 1 33 π meta 0.37 0.22 GR 0.05 i 0.88 DI35.25 KB 1.336.441.57 1.93 2.73 R 2 0.72 DI KB t- t-
44 10 2 DI DI DI DI 34 35 9.42 0.26 7.384.26 0.47 0.11 0.301.46 R 2 0.61 R 2 0.33 2003 4 35 1980
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46 10 2 2003 1958 1999 55 pp. 1 18. 1990Vol. 21, pp. 199214. 2008 1990 Duménil, Glick and Rangel1987Duménil and Lévy19902002 Izquierdo2007 Feldstein and Summers1977 Wolff2001 1980 1965 1998 1 2003 22000 3 68 SNA 1998 1970 Odagiri and Yamawaki 1986 Mueller1990 Goddard and Wilson1999Glen, Lee and Singh2003Goddard, McMillan, and Wilson2006 1,000 NEEDS CD ROM NEEDS CD ROM 647 NEEDS CD ROM 68 SNA Chow 1990 1992 2 1992 1999 10 0.19 t-7.57 0.50, t- 2.64 0.30, t-6.49 0.51, t- 2.34 2000 Nakao1978
47 1965 1392 1114 1998 80 35 467 647 1970 301990 20 DW - 0.08 0.086 2008 90 90 6 Nakao1980 Nakao1986 1960 1995 2000 SNA 1960 GNP GNP 2 DW