International evidence on persistence in output in the presence of an episodic change
用新方法检验国际产出在结构突变下的动态性质，发现单位根检验结果在多数情况下对突变的内生或外生设定稳健，并拒绝加拿大等国产出存在单位根的假设。
Abstract This paper uses some newly developed methods and techniques to examine the dynamic properties of international output in the presence of a structural break. We provide statistical evidence to show that the unit root test results can, in some cases, be sensitive to whether a one‐time structural break in the data is modelled exogenously or endogenously. However, in most cases the unit root test results remain robust to specification of the structural break exogenously or endogenously; moreover, we find that the null hypothesis of a unit root in output can be rejected in favour of a ‘flexible’ trend alternative for a number of countries such as Canada, Denmark, France, and the United States.