Research Program on Forecasting (RPF) Working Papers represent preliminary work circulated for comment and discussion. Please contact the author(s) before citing this paper in any publications. The views expressed in RPF Working Papers are solely those of the author(s) and do not necessarily represent the views of RPF or George Washington University. Bootstrap Tests of Stationarity† James Morley Department of Economics Washington University in St. Louis One Brookings Drive St. Louis, MO 63130 Tara M. Sinclair Department of Economics and the Elliott School of International Affairs The George Washington University 2115 G Street NW, Monroe Hall Suite 340 Washington, DC 20052 RPF Working Paper No. 2008-011 http://www.gwu.edu/~forcpgm/2008-011.pdf Latest Revision: March, 2010 March 11, 2010 RESEARCH PROGRAM ON FORECASTING Center of Economic Research Department of Economics The George Washington University Washington, DC 20052 http://www.gwu.edu/~forcpgm