The Uncertain Trend in U.S. GDP

By Charles R. Nelson, Christian J. Murray. 2000

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On Unit-Root Tests When the Alternative Is a Trend-Break Stationary Process (2003, background): “Empirical evidence for the Nelson–Plosser data can be found in Zivot and Andrews (1992), Perron (1997), Nunes et al. (1997), Murray and Zivot (1998), and Murray and Nelson (2000).”
Federal regulation and aggregate economic growth (2013, unknown): “The consensus among macroeconometricians for some time has been that the best model of the non-stationarity of aggregate data is precisely this kind of log-linear trend with breaks (Perron, 1989; Lumsdaine and Papell, 1997; Murray and Nelson, 2000).”
Are output growth-rate distributions fat-tailed? some evidence from OECD countries (2008, background): “attempting to single out robust statistical properties of within-country output dynamics (cf., among others, Nelson and Plosser, 1982; Cochrane, 1988; Brock and Sayers, 1988; Rudebusch, 1993; Cochrane, 1994; Potter, 1999; Murray and Nelson, 2000).”
Comparing Predictive Accuracy (1995, methodology): “The desirability of such a test is apparent from papers like Stock and Watson (1989), Christiano and Eichenbaum (1990), Rudebusch (1993), and Toda and Phillips (1993), in which it is simultaneously apparent that (a) it is difficult to determine reliably the integration status of macroeconomic time…”