Time-series output convergence tests and stationary covariates

Christopoulos, Dimitris K and Leon-Ledesma, Miguel A. (2008) Time-series output convergence tests and stationary covariates. Economics Letters, 101 (3). pp. 297-299. ISSN 0165-1765. (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)

The full text of this publication is not available from this repository. (Contact us about this Publication)
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
Uncontrolled keywords: Time-series convergence; Stationary covariates; Unit roots
Subjects: H Social Sciences > HB Economic Theory
Divisions: Faculties > Social Sciences > School of Economics
Depositing User: Suzanne Duffy
Date Deposited: 17 May 2010 08:51
Last Modified: 28 May 2014 14:20
Resource URI: https://kar.kent.ac.uk/id/eprint/14994 (The current URI for this page, for reference purposes)
  • Depositors only (login required):

Downloads

Downloads per month over past year