Time-series output convergence tests and stationary covariates

Christopoulos, Dimitris K, Leon-Ledesma, Miguel A. (2008) Time-series output convergence tests and stationary covariates. Economics Letters, 101 (3). pp. 297-299. ISSN 0165-1765. (doi:10.1016/j.econlet.2008.09.009) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:14994)

The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided.
Official URL: http://dx.doi.org/10.1016/j.econlet.2008.09.009

Abstract

We present time-series evidence oil output convergence for 14 OECD countries allowing for time-varying determinants of transitional dynamics. We develop a simple theoretical model and test for non-stationarity ill relative Outputs using stationary covariates finding strong support for convergence.

Item Type:	Article
DOI/Identification number:	10.1016/j.econlet.2008.09.009
Uncontrolled keywords:	Time-series convergence; Stationary covariates; Unit roots
Subjects:	H Social Sciences > HB Economic Theory
Divisions:	Divisions > Division of Human and Social Sciences > School of Economics
Depositing User:	Suzanne Duffy
Date Deposited:	17 May 2010 08:51 UTC
Last Modified:	16 Nov 2021 09:53 UTC
Resource URI:	https://kar.kent.ac.uk/id/eprint/14994 (The current URI for this page, for reference purposes)

University of Kent Author Information

Leon-Ledesma, Miguel A..

Creator's ORCID:	https://orcid.org/0000-0002-3558-2990
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