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A stochastic convergence analysis for selected East Asian and Pacific countries: A Fourier unit root test approach

Author

Listed:
  • Veli YILANCI

    (Sakarya University, Turkey)

  • Ercan SARIDOĞAN

    (Istanbul University, Turkey)

  • Okşan ARTAR

    (Istanbul Commerce University, Turkey)

Abstract

The main aim of this study is to analyze stochastic convergence dynamics for selected East Asian and Pacific countries over the period 1960–2010, using a recently introduced unit root test with a Fourier function capable of capturing unknown form for structural breaks. Our test results show that we cannot reject the stochastic convergence hypothesis for Australia, Fiji, Korea, Nepal, Pakistan, Philippines, and Thailand.

Suggested Citation

  • Veli YILANCI & Ercan SARIDOĞAN & Okşan ARTAR, 2014. "A stochastic convergence analysis for selected East Asian and Pacific countries: A Fourier unit root test approach," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(9(598)), pages 51-60, September.
    • Handle: RePEc:agr:journl:v:xxi:y:2014:i:9(598):p:51-60
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    Cited by:

    1. Anoruo, Emmanuel, 2019. "Testing for Convergence in Per Capita Income within ECOWAS," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 72(4), pages 493-512.
    2. Oguzhan Ozcelik, 2022. "Does the Foreign Trade-Driven Competitive Power of Transition Economies Converge Toward that of EU14 Countries? Evidence from Fourier Panel Unit Root Test with Sharp and Smooth Breaks," EKOIST Journal of Econometrics and Statistics, Istanbul University, Faculty of Economics, vol. 0(36), pages 257-282, June.

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